A couple things:
(1) Internships.
When you are in college, look for internships at job fairs that your school puts on (or nearby schools). Internships for the summer, etc. These are great learning experiences.
I did two internships during the summers of my junior and senior years. Before I graduated, the company where I had done my internships offered me a job. And so did another company...
(2) Part time work.
A lot of campuses have computer jobs for students. Programming, working on campus systems, etc. Don't be afraid to take these jobs. They will expand your knowledge and can work as valuable (people) networking tools.
(3) Open Source & Personal Projects.
Don't be afraid to work on open source projects (if you find something you are interested it). Don't be afraid to work on your own projects. And don't be afraid to put those on a resume; they show employers that you're a self-starter and generally interested in your craft.
When I was an undergraduate I wrote a clone of the Diablo engine in DirectX 6 because I wanted to know how DirectX worked and I wanted to know how an isometric 2D engine worked. I put that on resumes and brought that up at job interviews. Employers thought that was pretty cool