Brent Ozar, who works at Quest Software, has recently blogged, here, here, and here, about “How To Get A Job as a Junior DBA”. This is a good series of posts, with lots of good advice. He is absolutely right that it is very difficult to get a junior DBA position with no experience. Companies just are not as willing to trust a novice DBA with their data.
It is also very common for people to start out as developers, and then move over into a Development DBA role. I have also seen many Admin DBAs who are horrified at the thought of writing code.
If you are trying to get your first DBA job, the best thing to do is to accumulate some experience, one way or another. If you can befriend your local DBA, and make your way through the “back door” into some DBA experience, you should take advantage of it.
Taking classes and getting a vendor certification is also a good supplement (but not a substitute) for hands-on experience. You should also join your local user’s group, and actually go to the meetings.