If you're applying for the requisite amount of jobs, and you're getting interviews, then there's nothing to worry about, you're not useless. And you're doing your course to better yourself as well.
Claiming JSA sucks, because you barely get enough money to live on.
Have you thought about applying for other types of work - eg cleaning or bar work, because that's something that can fit around other jobs & study? I know it's not what you want to do, but at least it's a job.
I know of someone who was, I was told, on JSA for 3 years. That would have driven me potty...
The perfect job for you is out there, just keep on applying for everything, and to hell with what anyone thinks. You've got to do what's best for you, and while people may say "oh, just get a job" it's never that easy! 12 months ago I was made redundant, and I applied for so many jobs I lost count. I had a short stint temping, all the while continuing to apply for jobs, and after having had many interviews for all sorts of brilliant office jobs, I sent in an application form to a supermarket.
Six months later, I'm still with the supermarket, but I've started to look for other jobs because the pay is frankly peanuts. However it was a job and it covered the bills and meant I didn't have to worry quite so much about finances and paying the mortgage and so on. And of course, if you've actually got a job, it's easier to move to the next job, because you won't have a period of having no income, and employers (generally) like to see that you've been working hard recently.
If you tried your local supermarkets a while ago and didn't get anywhere, try them again - at least it's some form of retail, and if you plan things and keep your eyes peeled for the opportunities, you can rise through the company too.