Career in Actuarial Research?

[SirVLCIV]

I'm asking from a rather uneducated standing, but what is the best way to pursue actuarial research, in an academic sense? My current career plan is to complete my undergraduate degree and pursue a career as an actuary, acquiring FSA on the route, and eventually returning to school, with a possibility of a more academic career. Should I pursue graduate education immediately, or is the delayed approach more feasible?

Of course, these 'plans' are more conjectures, but any input is appreciated.