If your are just starting out, the best way and the best place to invest is in your education first. I am an investment adviser and I have clients ranging from millionaire businessmen to college students. I highly recommend good mutual funds as the way to go, but even then you have to be fundamentally ready and be in the right mindset. I highly recommend Dave Ramsey's work and his Financial Peace University course to ALL of my clients and friends.
Before starting the long-term investing and building wealth game you need to be out of debt and have a solid 3 to 6 months of expenses saved up in an emergency fund. That is super important. Because what happens if you are laid off and don't have reserves saved up, especially if you are in debt with lots of payments coming due every month? You will probably have to sell your investments, possibly at a deep loss, to cover short term setbacks. You don't want to be in that position. Having a truly solid financial foundation will put you in the right mindset to build wealth long term, debt usually forces people to have to make more risky decisions and lose in the end.