Create a project on SourceForge.

Get some users.

Put a web page together.

When you get an interview, tell them to check out your webpage, download
your software and run it.

Bite the bullet and take what you can get even if it isn't Java
development.

At least that way you are paying your bills and getting experience - a
year of Delphi is better than a year of sitting on your butt.

Doing the certifications is a good way to get a second look from a
possible employer.

I guess that you have already written the Sun Certified Java Programmer
exam (SCJP) ?

This is  not a new problem. In fact, I've seen it time and again all my
working life: you can't get a job without experience and you can't get
experience if no one will give you a job.

I'm looking for a new job myself at this moment and the vast majority of
jobs, no matter how menial, demand experience. Frankly, I think a lot of the
requirements for jobs that I see are inflated well beyond what they really
need since some basic competence in some of the skills they require can be
readily learned in a few hours or days by any reasonably intelligent person.
In some cases, the experience demanded is ludicrous. I remember seeing a job
for a Java developer in 1998 that demanded five years of professional Java
experience as a "must have". The problem was that no one but a few Sun
employees had seen it before about 1996, which was just two years!

I can suggest a few things that _might_ help but none of them is
particularly reliable, in fact most of them are longshots:
- If you don't have professional (paid) experience, get some unpaid
experience. Write some code for someone and mention that on your resume. You
could write something for an organization you belong to, or for a local
group or charity, even a friend. Your resume doesn't need to mention that
you did this work for free.
- The internship idea you mentioned is probably good, provided you can
afford to work for free for a while. A lot of people can't afford to do
that.
- Indicate on your resume or covering letter, as convincingly as you can
manage, that you learn things quickly and are enthusiastic about learning
new things and willing to learn on your own time if necessary. Naturally, it
would be best if this were true, not just idle boasting, otherwise you might
get into a difficult spot if you were hired! If you can cite real cases
where you learned something fairly complex in a short time, so much the
better.
- Network with people. I'm not a great networker myself but I've heard many
people insist "it's not what you know, it's who you know that makes the
difference".

--
Rhino