As far as joining clubs it all depends on your major, interests, hobbies, and intended career. Join clubs that work well with your schedule and have subject-matter that you're interested in.
As far as starting clubs, I would say definitely depends on the type of club you want to start. You have to have the knowledge, resources, expertise, and networking skills to get your club going. The first thing to do is get all of your ideas down on paper into a plan for what kind of club you want to start, how you will recruit members to join, and what your club will do. I would say definitely get a group of friends together who would like to join and help you get it started. Then, once you have founders, members, and a plan for what your club will do -- go to your University's Student Affairs manager and ask to open the club/acquire a set meeting place. Then, you'll have to get members by posting fliers around campus.