Comment by BHSPitMonkey

> Note that unless your start-up is matching, you can set up your own HSA anywhere you like.

Even if your employer provides an HSA, you can still open a separate HSA anywhere you like (or multiple, if you really wanted to). You just have to make certain that all contributions (from you, your employer(s), and your payroll) sum up under your annual limit at the end of the year (keeping in mind that changing jobs or benefits mid-year can impact your limit for that year).