Hollywood or Bust

You live in a small town in Ohio with about 700 residents. One day, after watching one of your favorite movies, you decide you want to be a filmmaker. After thinking about it for a while, you determine that the there are three ways you can accomplish your goal.
1. You could go to film school. This sounds really appealing, since you always wanted to go to college but never got around to it.
2. You could just pack up all your stuff and move straight to Hollywood, leaving everything else behind that you know here...
3. You could attempt to make your own movie here first. That would give you some real-world experience.
It's a tough choice. If you go to film school or Hollywood, you could still make your own movie while there...but if you make your movie here first, you could still go off to Hollywood or to college later...