Most researchers get their first career tips from their supervisors. But that can be limiting — supervisors tend to skew their advice towards their own research area. Senior colleagues at meetings and conferences are another source of advice, but this relies on your networking skills and depends on who you meet.
A more formalized approach to mentoring can be beneficial. I remember a session with a professional adviser I had after I finished my undergraduate degree. He analysed my interests and abilities, and then recommended a few career paths likely to fit my personality. Unfortunately, such sessions tend not to be available at European universities. Some students are changing that, through regional clubs or international student organizations, such as the Young European Biotech Network.
With some effort, these organizations could help to promote mentoring offices within universities or organize occasional career panels with scientists from various areas. Tapping into university alumni working in industry to advise graduate students on opportunities could save work. Making those experiences available from a central source would result in a broader spectrum of subjects and therefore provide a better perspective on career options.