This Forbes article on how to score an internship gives pretty standard advice on how to find a job, except for two pieces of advice that should ring a bell:
Don’t Be Afraid To Go Unpaid -Part-time internships and for-credit programs might burn holes in your pockets faster than smoking in bed, but unpaid positions will open up full-time opportunities after graduation
Target Places That Won’t Turn You Down – Show up at your local college or university campus and ask if there are openings for research assistants. Unpaid interns are usually welcome at law firms, government offices (like a state senator’s) and local chambers of commerce or think tanks. Just show up, résumé in hand, and be persistent until they tell you who can use you. Somebody’s bound to need free labor. And, with any luck, you can parlay the unpaid grunt work this summer into a compensated gig for summer 2009.
See, that’s great: if you go unpaid, you may get paid the next time. And if everybody has an internship experience, then go unpaid for your first two jobs and it’s very very likely that your third job will be paid! Now, that’s how you start a career!