Where should i apply for a first job?

Yes, i'm 20, and yes, i've applied to so many places, more than once for some places. I know to many it sounds like i'm just a lazy guy who doesn't want to work, but really, i want to work, i still don't know what i'm doing wrong or if no one wants to hire me because i'm 20 with no job experience. I am a university student, majoring in EPS.

I've taken a class that prepares you for jobs, such as knowing how to sell yourself, how to make yourself stand out amongst the rest. I've applied to retailers, to fast food chains, local businesses, but no luck. Im getting really tired of doing so. I don't have many friends, so having them get me a job isn't going to do much.

I could really use a job, right now i am living with my parents because if i go to school they said i can stay, but i could use one to help them out with payments since they are getting old now. I've even tried Craigslist, but nothing to fit my needs or skills.