I graduated with a CS PhD degree about 10 years ago and also had a hard time finding a first job. After several months I had to take an industry postdoc position for only $95K. The climate is totally different now in 2014, but here are some thoughts.
If you have a PhD, you can play that off in one of two ways: (1) either you are generally very smart, or (2) you have expertise in a specific and valuable field.
For (2), if your field is in high demand, e.g. machine learning, computer vision, numerical optimization, etc., then just look for a job for this specific area. Big or small companies will want your talent if their business revolves around that field. Interviewers will drill you on that topic.
For (1), this is more difficult particularly if your PhD topic is general, e.g. programming language semantics or operating systems. Interviewers will drill you on hardcore programming questions because they think the number of years doing your PhD equates to professional software programming experience. I fell into this category and was drilled mercilessly by Google, Microsoft, and the like when I graduated. I also got the feeling that the interviewers were especially hard because they wanted to prove they were smarter than a PhD. Don't let that get you down, though. You worked hard for your PhD, and there is no reason you can't work as hard preparing for software engineering positions. Later in my career I landed such a job, and I owe it to focused preparation. Study the algorithms books (e.g. Cormen, et al.), master at least one programming language inside out (C++ or Java), read interview programming books (I recommend the one by Mongan, et al. as a starter), and know how to think on your feet at a whiteboard.