My first job? I was a trainer's assistant at my mom's health club. She got me the interview and I was hired the same day. Basically, all I did was wipe down the workout equipment, collect trash, clean certain rooms, and a few other basic duties. Your typical High School job. After that I worked at Panera Bread as a cashier until I graduated. Got that job just by applying to it in persona and filling out an application.
My Current job? I work as a copywriter for a major financial institution. I can't say which because I'm working on a project that hasn't launched yet. After college (Creative Writing/Journalism major) I worked for a website for about a year as an assistant editor. Found the job on Craigslit, applied, and was brought in for an interview about two weeks after I sent my resume and even started my training that day.
After a year I got laid off from there. I was unemployed for about 5 months until I found a freelance writing gig on Craigslist for a deal site (similar to Groupon) and applied to that job. That gig lasted about 3 months until my editor said they were "going on pause for a few weeks to retool things" and I never heard from him again.
4 months later I'm still unemployed and running very low on savings. So I searched Craigslist for "No Experience Necessary" and found a telemarketing job selling magazine subscriptions. It sucked. While working that job I kept looking for writing jobs and eventually found another daily deal writing gig. I worked both jobs for 7 months, until my editor asked me if I wanted to work full time. The company I worked for partnered up with a bigger company. So I was promoted and moved to a different project that I'm currently working on. I work about 8 hours a day, from my apartment, with only the occasional video conference. It's pretty sweet.
So there ya go. My advice to anyone having a hard time finding a job is to keep looking and never give up. I can't even begin to tell you how many jobs I applied to during my unemployment periods. You're going to not hear back from people a lot, and will probably have to get a job you hate or are overqualified for. Many employers don't like hiring the unemployed regardless of your education or past experience. An accountant friend of mine couldn't find a job, then started working at Subway, and finally found a real job a few months later. Employers like to see that you're willing to work, even if the job you're applying for has nothing do with your current one.