Building up a portfolio (a collection of your work) is essential. Many employers will require it before they consider you for a job. Take the time you need to produce something that will impress them--it'll really pay off.
That's part of the job description for a graphic designer, but why shouldn't this rule apply to software developers, too? When I've interviewed developers, they rarely bring any samples of their work to show. This puzzles me. Anyone can put together boilerplate resume text, full of assertive verbs and fancy keywords. Blah blah enterprise blah blah strategic blah blah architect blah blah. The benefits of "show, don't tell" are much more compelling. But don't take my word for it. Compare for yourself:
No, you don't have to be working on a web application or website to have something worthy of putting in a portfolio. As a fellow developer, I can appreciate the beauty of a well-designed console application, or a clever applet with hardly any interface at all. If you've written code you're particularly proud of, show me that.
The portfolio is important, but what's more important is that you are excited about what you worked on. If you took the time to highlight the cool stuff and bring it with you, that already puts you far ahead of every other candidate I've ever interviewed.
If, on top of that, you can effectively communicate to me exactly what made your past projects fun and challenging to work on, then heck-- let's get married. Or at the very least, let's work together building something cool.