I got my h1 approval through an indian consultancy. never got a job. now it is to be canceled if i dont find one by the end of this month which most likely I wont as the market is so bad.

What are my options? I have been applying rigorously to regular jobs with my regular resume but I never get any response. I dont want to just transfer it to another consultancy (although I am not even being able to find one that is willing to transfer it) as it will be the same vicious cycle. I would rather go back to grad school but I am broke. besides staying here illegaly, is there anything I can do?

please help...