Out of every startup advertising jobs right now, I think 500friends gets this better than anyone else: They simply acknowledge that their best hires are likely to want to start something of their own, and actually offer to fund it: http://venturebeat.com/2012/08/10/founders-beware-500friends...
I think that's exactly the right attitude to take. You're really just doing an 'apprenticeship' at one of these early-stage startups, make connections, get some practical experience, then go do what you really want to do.
