The common advice I've seen is to spend a few months contributing to some open source project. See this blog post, for example. (The advice in that post is hard to follow unless you already know C++ and feel like banging your head against the enormously complex Google Chrome codebase).
I'm also trying to get a programming job, but my hangup so far has been finding an open source project that I find interesting enough to contribute code to.
Related to: Optimal Employment, Best career models for doing research?, (Virtual) Employment Open Thread
In Optimal Employment Louie discussed some biases that lead people away from optimal employment, and gave working in Australia as an option for such employment. What are some other options?
Your optimal employment will depend on how much you care about a variety of things (free time, money, etc.) so when discussing options it might be helpful to say what you're trying to optimize for.
In addition to proposing options we could list resources that might be helpful for generating or implementing options.