Unemployed after university, what should I do? ?

first of all I did not expect to leave university and walk straight into a decent well paid job, but i did hope it would open up some doors that may have otherwise been closed (especially as i worked really hard and got a first cl honours degree). so far (and it has been over 3 months) i haven't had so much as an interview (if you dont count those occasional phone calls i get from people i have applied to for a quick chat who tell me a more senior person will contact you next week for a phone interview. but they never do) I am really struggling and am so frustrated by spending ages filling out application forms to get yet another rejection (or in a lot of cases hear nothing back at all). I have had offers of minimum wage work form employment agencies (typically in warehouses or call centres - like the work i did while at uni to make a bit of money), but i turn these down as they are often part time, menial and would give me suicidal thoughts. so what are my options: work minimum wage? keep looking for a proper job or at least one with prospects? or work for myself? - something which has always appealed to me, but I am still not sure.