in some cases, getting a diploma or an associate degree could be step 1 where you could use that to see how it fits your career goals.
for e.g. local colleges will often tailor their diploma or associate degree programs that give the student an option of either entering the workstream after getting the diploma or getting into third year at a local university for a degree program. So it might be something to look into to expand your options.
however, having a univ degree by no means guarantees a job. Small businesses may actually prefer hiring college graduates from local colleges if their experience in the past has been good. With universities, you just get better resources for networking through job fairs and university contacts in the industry. Think national scale.
Masters degrees are good if you are looking into research/ teaching positions. Out in the real world, masters is not that advantageous without some real world experience unless ofcourse you specialize in a very demanding profession.
similarly, for those who went from bachelors to MBA or masters to MBA with no real life management work experience should not expect to land a managerial job right away. Be ambitious but also realistic. You will probably have to start somewhere small and more often than not, you will be over-qualified for the position. so its sort of a catch 22. all you can do is try to get your hands into as many things as possible to put some work experience on your resume. i always emphasize that you should volunteer while you are in school. there are plenty of opportunities out there to use your skills and education to help someone out.
for e.g. as a Comp Sci student, i volunteered with a local org to teach old people basic computing use like web, email etc. It was a few hours a week but it shines on your resume. Plus, you get to meet some very interesting people with amazing life stories and maybe pick up a few life experiences too.