Comment my experience (Score 1) 523
First, not having a four-year degree has held me back more than once. It sucks, but that's the way it is. Strangely, I think I could've had a degree in just about anything as long as I had one.
Second, agencies that place you as a contractor someplace are good. That's how I got my current job. I started as a contractor, proved myself, and got hired full-time. My previous job was also as a contractor, after having been fired from the one before that (and therefore a high-risk candidate).
Third, have proof of your work handy. Provide code samples, screen shots, whatever you can produce quickly and conveniently in the interview. When I switched industries (going from working in industrial control systems to a true full-time software shop), I had a three-ring binder full of examples of my work. It was old-school, but (a) it was 2005, and (b) I wouldn't want the success of my interview to be dependent on an internet connection, no matter how reliable.
Finally, know people. Network. Make friends and stay in contact with them. I've obtained more than one job because of who I knew, not what I knew (especially early on, when I didn't know much).