Depends on if your employer matches any contributions you put into your 401k. The 401k could be much more beneficial and you should explore it fully.
Plus, IRA's have a limit on how much you can contribute to it every year. ($5,500 if under 50, $6,500 over 50 as a catch-up provision). Roth IRA's also have income limits.
This is the case for the States at least. Where are you located?