Nick Finck provides his advice in his post, Starting a Career in User Experience Design and he talk of three core areas of advice: the three E’s are Education, Experience, and Exposure.
“The number one success factor for user experience professionals is education… Coupled with education is experience… Building on the education and experience is exposure.”
As someone who is building a career path in User Experience and someone who has been asked this question a few times, this post is a good primer.
Personally, I think I need to build up on the Experience part a wee bit and Exposure part a lot. Building your exposure is something I’ve never focussed on, which I shall rectify.