Spend some of your time building something real. Nothing demonstrates that you can perform like envisioning, building, and launching a product that real people are willing to pay real money to acquire. It doesn't have to be particularly big or complicated, either. Just proving that you can accomplish the aforementioned tasks will go a long way to getting you through the door.
Even the "paying real money" bit is unnecessary. Having some working, usable sample code - whether your own project or participation in someone else's - obviously provides some gauge of what you can do but also indicates that you can make a program, maybe work with other people, maybe understand the various things involved in the process. Quite a few people come into the workforce only knowing how to write code, whic…
Being able to point to a real product being used by real people who had paid me real dollars for it has made a significant difference for me in job interviews in the past, especially for my first real job out of college at Microsoft.
Today, I'm a startup co-founder. If I'm looking to hire a developer, and I see that a candidate knows how to not only create software, but also market it and sell it, AND that they recognize the value in those other two steps, I'm significantly more likely to call them in for an in-person interview.
And besides, with any luck you'll generate enough money off your own software that you can tell all those companies you're looking to for a job to piss off ;)