I was employed as a graduate consultant.
I stayed there for 2 years before moving on to become team leader of an analytical department for a large healthcare company. I stuck this out for 14 months or so before realising I had the technical skills and maturity needed to start contracting in technical roles. Since taking the leap into contracting I have never gone longer than a month without knowing what my next contract / assignment will be.
I'm now 28 and director of my own business and have averaged turnover in excess of £100,000 per year with my contracting work. I have been fortunate enough to work for some big companies and be involved with large and varied projects.
I'm regularly approached by Tier II consultancies about roles at Senior/Manager level that would pay a basic salary of £80,000 per year.
My main bit of advice would be to force through your own opportunities. Attend interviews / meet people and be confident and interesting, show you have something to offer. If people like you then that's more than half of the battle. It's hard to know what you want to do when you are not long out of university so just make the most of whatever it is you are doing and you'll find opportunities will open up to you.
Whatever set-backs, knockdowns you have on the way can easily be turned into a positive outcome.