My comment-spamming-arch-enemy, Jon, asks an interesting question on his remarkable blog: "Careers... before this one"
I joined IBM straight from university - although I did have two jobs during this time.
My first job - which I obtained via a "Work Experience" programme when I was 16 was in the dispensary of a local pharmacy. When I look back on it, they demonstrated a remarkable degree of trust in me. I was responsible for taking patients' prescriptions (usually written in a doctor's unintelligible scrawl) and preparing the prescriptions (counting tablets, choosing which drug to dispense when the use of a generic name gave us an option, labelling, even sometimes giving advice over the phone or in person). It was absolutely fascinating and I toyed with the idea of studying pharmacy or pharmacology at university as a result.
This turned into a Saturday job and it was a useful source of income during the vacations from Uni. Although I didn't realise it at the time, it gave me a surprisingly deep understanding of the healthcare and pharmaceutical businesses which has been useful in my current role: on one engagement, in particular, I was able to overcome extreme initial hostility from a CIO by demonstrating my in-depth knowledge of his business.
My second job prior to IBM was a summer internship at PriceWaterhouseCoopers. I sometimes regret not taking up their offer to join them fulltime... I'd be a very well-paid accountant by now if I had. However, the work was really quite dull. This was, of course, primarily because I was a summer intern; we weren't going to get the best jobs. I also allowed mercenary instincts to drive me, however. The salary they offered seemed derisory at the time. I've since learned that "starting salary" is an unreliable predictor of "lifetime earnings" or even "earnings after five years". Oh well.... I won't make that mistake again!
Knowing how my mind works, however, I'd have probably done anything to switch from Audit into their consulting arm as soon as I joined and so would have ended up working for IBM anyway :-)