detect nails under sheetrock
Start from a corner. Studs are usually placed 16" or 24" apart, so measure 16", look for a stud there, then try again at 24" if you fail. 

Alternately, look for an outlet. These are generally attached directly to a stud, so there should be a line of nails directly to one side or the other. If you have an outlet near a corner, you can measure the distance to see what stud spacing you have.

Once you know exactly where to look, the magnet technique works better, though you really need a rare-earth magnet for that to work well. (If you have a good ear for sound, you can also try knocking on the wall. A stud will sound different than a wall cavity.)

EDIT: two more points:

1) I just tried this with a refrigerator magnet, and it doesn't work at all. You really need a real magnet.

2) There's usually a nail a bit over 4' off the ground, because that's a comfortable height for a standard-height adult to aim for.