While I believe this advice certainly applies to programming, it may apply to other fields as well, especially where there's a low barrier to entry. Also, note that this advice even applies if you've never had a programming job before, and if you have absolutely no formal qualifications in programming (I don't, and I had to start somewhere…).
My advice is a fairly simple, two-stage process:
- Figure out what programming job you want, and
- Start doing it.
With easy access to open-source and free-of-charge software and relatively cheap hardware, there's a plethora of ways you can get real-world, genuinely valuable experience in your field that'll give you something to put on your CV* and show off at interview to demonstrate you know what you're talking about. You want to write .NET desktop apps? Go write some—re-implement Task Manager if you want, it doesn't matter if it's been written before. Want to work on operating system kernels? Linux and the various BSD variants will accept contributions from anyone, or you could write your own. Want to write websites? Find an excuse to make one, even if it's just a personal one to show-off your LAMP/AJAX skills. Want to program safety-critical real-time embedded systems? Well, you probably can't do that recreationally—but you can get fairly cheap evaluation boards from a variety of sources, get a book on real-time systems and put the two together.
Whatever you want to do, just go ahead and do it—not only will employers relish in the fact that you've given yourself your own on-the-job training, but you'll find out whether you really like that area.
Of course, there's a flip-side—at the end of it you have to know your stuff. You won't have the presumed knowledge that comes with a formal qualification, so be prepared to demonstrate the limits of your knowledge when you interview. Make sure you study as much as possible in your chosen area—read (good) books, visit online forums to try to answer other people's questions (especially if you have to research the answer) and learn everything you can about your chosen language/technologies (they're the tools of the trade, after all).
* That's a résumé, for you Americans.