I must be really lucky then because when I left school, I found a job the following month which I held down for 12 months before heading off to uni, decided to find my feet here for the first term and having just got back to Sheffield last week I now have a job here.
Plenty of my mates are in the same situation as you though, my advice would be to just work anywhere you can even if it's minimum wage - gets a bit of money in you can always look for another, better job in the meantime as you are more employable when you're already in work.
Another tip would be to put a cheeky request in with people you know - when I finished school I got a job because someone I knew from the gym was a manager somewhere and I just asked them if there was any chance of them putting a word in for me... Next thing I know I've got an interview and a recommendation from current management, strong position to be in when it comes to getting a job.
The job I just got this week was from having one of my flatmates chat to the manager where he works, I applied online and got a phone call the following day to arrange a group interview, the day after that I got another call saying I was successful and arranged an induction.
The 2/3 weeks when I was unemployed (not a student either) and had to sign on at the jobcentre were horrible - I had nothing of note on my CV except my A-Levels/GCSEs, and had no replies off of anywhere I handed them out (except the automated "it will be kept on record" bullshit) and any online applications were just a waste of time and got me no responses either.