consultancy thru job garnu ramro ki naramro??? 

I am a freshly graduated student from computer science field. currently I am on my OPT.   I don't have any work experience besides some projects that I did in college. So I am wondering whether it is a good idea to get a job thru some desi consultancy or try finding a job on my own. what are the advantages n disadvantage of going thru consultancies?? really dont know what to do now. Its really frustrating when you apply for a job in many companies but you dont get any replies or feedback from them. currently i dont have plans of joining masters program for atleast for a year or two.