Interesting thread and it's always something I like to ask people I work with as well. I like to find out the different paths that successful people take to get where they are.
For me (in Australia):
2004 - Graduated with honours degree in Commerce, applied for a lot of grad positions, unsuccessfully
2004/05 - Worked part time in medical clinic whilst still applying for grad roles
2006 - Determination paid off and I started on the 18 month graduate rotation...