What are some real options for people with NO credit?

I hear it everyday,how much people are getting to do because of their great credit, and then you hear about all these companys wanting to help those with bad credit. But where does that leave the young working honest american, whos trying to get something started. I found out the answer when me and my husband tried to get a loan for a new jet ski. We went into the experience stupidly thinking we have nothing to worry about we dont have bad credit, afterall. Well 3 days, 3 banks,2 co-signers,and 4 rejected loans later left me frustratedly wondering I cant get a loan to build my credit because i dont have enough credit. And I cant get a credit card to boost my credit because i dont have any credit. So Now What?