And yes, with a few exceptions, all the fine arts majors I knew either went back to get different degrees, or are working hourly jobs living with their parents.
The only one I know that has been "successful" in fine arts has a fine art photo degree from Cornell. She got her masters in archaeology from some school in Boston. She's working on her PhD right now in Philly, but spends summers in Greece at archaeological sites excavating ancient Greek stuff.
Not sayin' fine arts majors can't be successful, you gotta be super motivated. You could always try to get a gig as a museum curator or somethin.