I disagree about volunteering always not being a good idea. But you DO need to volunteer in a place where your future employer will see that you are getting experience in the appropriate line of work. Even most internships these days are unpaid, but they can be valued as "experience." What's the alternative if you can't get a job you want because you don't have any "experience"? Sitting at home?

True, the money for even volunteering has to come from somewhere. My husband and I paid for one of our sons to have an internship with a national department in Washington, DC over winter break. (He wants to do something like that when he finishes college.) So, that can be an issue.