It's all about persistence and patience. I remember having to ride my bike into town every day in the summer to find jobs, just because my step-mother said so. Then I landed a job I applied online for. Stupid.
Anyways, job searching is like a job in and of itself. Some places like it when you visit them physically rather than applying online, just so they can see who they're dealing with. That way they'll really know you're interested. At the same time, don't visit/call the same place every day; you'll just look desperate. You'll even have to see if you can apply to some convenience stores, gas stations, the local newspaper(s), and - if you have one - the public library. Try and think of places you've never thought of before as viable options.
As for the grocery stores you've mentioned...they at least could've made you a bagger or something. Then again, it IS coming to the time of year where people are out of school and/or college in the U.S., so hopefully you can nail a job before summer hits. That's when it's hardest to find anything.
Good luck out there, though. It's tough these days.
Pinkie Pool's archnemesis: Oatmeal.