The startup is a good choice. I am surprised to see so many people say "Go for the Amazon job." I think they are fantastic company, and it's not a bad move. Just a little too safe for "OnStartups" crowd I would have thought.
I played "Startup Bingo" for several years before taking a job a Microsoft. I never struck it rich, like some of my friends. Still, I wouldn't reverse the order for anything. My experiences at the multitude of companies has served me very well.
There is nothing wrong with starting at a big company out of the gate. However, if you think you might one day want to start a company, you are going to want to work for some startups while your thinking is still flexible and your risk tolerance is still high. I know people who have worked for 10-15 years at Microsoft and don't know anything else. Even if they wanted to strike out on their own, they wouldn't know how to operate outside the cocoon of a big company. They are also addicted to their salaries and benefits and have low tolerance for risk now. They don't know what's good about big companies and what's wrong with them. It's all they really know.
The people that I knew that came to the company after some startup experiences were a lot better able to filter the good stuff from the "kool-aid". Some of the best people here came from startups that failed.
When you are starting up and have a high risk tolerance is a good time to join risky startups. Just be prepared to be part of some failures. You learn so much from watching companies implode. The education was worth all the missed paychecks and worthless stock options for me.