What worked for me: I got an internship at a big company in the field I wanted to work in. I stayed with that company throughout the entirety of my studies, I knew just about everybody in the company and had a list of job offers to choose from when I graduated. I declined all of them and moved overseas with the same company - was difficult to find but I managed it in the end. Had I wanted to stay in the US it would have been very easy to find work. Also, I graduated in a not so bad economic time - so I guess luck was part of it as well.
