I find myself in a difficult position of someone who has a LOT of programming experience but not quite enough game programming experience. The other shortfall is that almost all of my experience is in 2D games, while most of the jobs out there are looking for people with 3D experience. It really doesn't matter to me whether I work in 2D or 3D games...I just love to program games. In fact, I just love the game industry, so I have also applied for positions such as tools programmers and web developers for game companies.
I'm sure that the biggest reason I don't have a job yet is just that there are SO many people out there looking for work. With large layoffs from big companies and lots of small layoffs from smaller companies, there are literally tens of thousands of people out there right now vying for the positions. This means that employers can be picky and choose exactly the person they want. Most of the positions out there are looking for very experienced talent with very specific skills. This must be a difficult market for anyone who is trying to break into the game industry as well.
If you are someone new trying to break into the game industry (or even someone, like me, who is in between jobs), then don't give up! I know I am not. Part of my strategy has been to widen the scope of my search. I will now take a job anywhere in the US, and I am considering some foreign countries as well. I have also developed customized resumes for each type of position, and usually customize each resume exactly to the job I am applying for.
So, don't want to bore you too much. In the meantime, while I am officially unemployed, that doesn't mean I am not busy. I am teaching programming courses online, and I am also working on some game projects of my own. So stay tuned and soon I might be able to tell you about the opening of my own independent studio. The truth is that, whether someone is paying me or not, I will ALWAYS be a game developer.