1 or 2 interviews per month and yes, I do ask for feedback... Most will tell you that you they are going go forward with other candidates or other vague saying which doesn't tell me much.
Whiny? I am not saying "Give me a job" or "I deserve a job" I am looking for work.
"I'm a self-taught programmer looking for my first full-time programming job. If I describe my experience, would you be able to describe the skillsets I need to develop in order to be successful in your organization?"
I did this repeatedly and got tons of useful feedback. See my customer development essay in earlier link.
To the OP: I would recommend spending a decent amount of time developing "industry" connections with others that work with the same technology that you do. When you attend an event though, don't have the mindset of "I'm going to find a job", but rather something like "I'm going to meet smart people that I'd enjoy working with." Maybe try taking some small freelance work with some of the people you meet too. Anywho, good luck!