I get this question a lot and have a serious opinion about it:
The most important thing is to always keep your shingle hanging out, saying "I am a freelance director." Never say, "Ah I gave that up." Even if you have other jobs, never tear up your business card.
Keep contact with all active filmmakers from college. Work on their films. It's a business of showing up. Show up to shoots, in any capacity. Show up enough and do a good job, and be an ambassador of good will, and you have a good chance on being invited to work on other films.
And remember, be courteous and respectful to everyone. The extra or stunt man of today's shoot could be the producer of tomorrow's shoot. It happened to me. One of my swords women fighters from "Weapons of Death" hired me to do a travelogue in Phuket, Thailand.
My life changed when I realized that I was not only in the feature film business, but in the COMUNICATION business. Just like the the USA train companys that thought they were only in the train business and didn't invest in trucks and airplanes in the 40's and '50s. They were left behind.
So be a sound man, an extra, an actor, a novelist, a speaker, a film teacher, (but don't get stuck in a dead end job). Be those as a freelance. But not a stunt man. It's too dangerous.
Yes, you will direct, but be in the communication business. Also you must start to develop your own projects that you feel passionate about. You never know when someone with money will ask you if you have a project. You should be able to instantly give him or her a script and budget and location plan and schedule.
Keep watching you favorite films over on DVD. Keep reading books by directors and watching DVD bonus programs and listening to commentary tracks. This is an incredible teaching device that will also program your subconscious to keep you on the right track.
Most important, to repeat, work on everyone's film. Yes, some will not appreciate your help, some will not pay you what they promised, but others will.
You must have some kind of short film or video to show someone when you get an opportunity.
I've directed six features (did post-production on many more) and still want to do more. That's why I did my novel "McKnight's Memory" as an audio-book with famous actors such as Robert Culp, Nancy Kwan, and Frank Sintara Jr.
Maybe a producer who is a fan of those actors will see it, buy it or request it from me, love the story, and ask for a script, which I have waiting. But more than that, I'm still talking action on it, by getting it to producers via my agent.
Beware, age 26. That's when all my movie friends gave up. Four years after college. Their wives, girlfriends, or even parents said, "Well, you gave it a shot, now you have to get a real job." Yes, get freelance jobs. I always worked and at night I screened my first feature to buyers and future investors. Always work, but work freelance to be available for other film jobs.
Most of all, repeating, stay in touch with every active filmmaker, and make a contribution, whether it's passing on your old DVDs, helping to write a project, or working on their films. You have to ask, ask the right people, have something to give, and keep asking other people.
If your interested in directing for the creative expression and lifestyle, or to do that one great story you have in your heart, you'll stay with it. However if you only have the dream of fame fortune and money, it's hard to stay motivated and will seek other paths for that.
And the best part is that you can't even imagine the surprises that come when you follow your dreams. I have too many personal examples to list here, but it's amazing what comes and how it comes.
Writer/Director of six feature films including 'Omega Cop'.