I think you may be looking at the wrong thing. Not industry but rather employer.

I work for the Federal Government. I have worked in State and Local Government for most of my career.

Federal Government pays pretty well, but the real reason to get the job there are the benefits.
- low or reasonable health insurance.
- 401 K (called the Thrift savings plan)
- Pension
- Usually a cost of living raise each year.
- Typically a merit raise each year.
- Powerful lobby.
- a large workforce.
- You probably will never be fired -- it is just the culture of the place (though you an be fired and there is a probationary period).

A lot of the people that I know that went to work in the private industry because they would be paid a lot, burned out just a few years later. Find an employer that is going to be stable and long term.

Get an entry level job with a federal, state, or local agency and work your way up.