Best of luck to you -- looks like you're getting quite a bit of good advice on this thread. I feel like I have quite a bit of experience on this topic so let me throw in my 2 cents:
1. Guard and Reserve opportunities will be very beneficial. No matter how aggravating things are, when you pull the plug you'll be surprised how much you miss the camaraderie, the flying and the good times (even though the good times often feel rarer and rarer). Additionally it obviously helps with the $$$.
2. The recruiting companies can/will do great things for you -- resume prep, interviews, etc. It's much more challenging to get a job without them unless you have very strong connections.
3. When you work with the recruiting companies, never forget their guys are paid on commission based on how many hires they place, so do your homework on the companies and opportunities they set you up with.
4. PRACTICE your interviews. Job interviews tend to be surprisingly standard...."What are your strengths? What is your leadership style? Tell me about a time you took the initiative. How do you resolve conflict?" You should be prepared for 90% of the questions they throw at you.
5. Don't underestimate yourself. Companies love junior military officers; that's why there's such a huge industry dedicated to placing them. You have a security clearance, you're reliable, you're trainable, you're probably healthy and physically fit, you're respectful and polite, you've been in stressful sutuations before, you're drug-free, etc etc. There's a hell of a lot of people in the workforce who can't say that.
6. It's a good idea not to buy a house during the first year or two, until you're confident you've attained a good employment situation.
Rock the house