I also found the post-PhD transition to industry a challenge. I highly recommend Jane Chin's 'PhD [alternative] Career Clinic' [1] for getting a handle on the perspectives of employers to PhDs, and ideas on how to avoid falling victim to some of the common stereotypes.
I was talking to an HR guy from a mid-tier web company who said they were pretty adverse to hiring PhD's without proven industry experience. It sounds like they were burned a couple of times by people who couldn't make the transition.
Good luck!
[1] http://www.amazon.com/alternative-Career-Clinic-Jane-Ph-D/dp...