Wow, I am trying to do what you did. In fact I tried your option 2 (get a job at big co and ask relocation), though that was in Canada, but got rejection after

Wow, I am trying to do what you did. In fact I tried your option 2 (get a job at big co and ask relocation), though that was in Canada, but got rejection after onsite interviews. You relieved my feelings -- most of my friends say it's absurd not to go through the usual university path.