I've searched for a few jobs in my time, and I've interviewed many hundreds of people. Here are some things that I've learned which have had great success. I hope they are of value to any job searchers.
Treat job hunting as a full time occupation - If you are currently unemployed and can physically (or mentally) work, then there is absolutely no excuse for not spending every waking moment looking for a job. You can read want ads over breakfast, go on an interview in morning, spend lunch on phone scheduling a couple more interview for later in week, go on another interview in afternoon and write a few letters over dinner. After dinner, you can surf internet researching your career, locale and companies. The point is, there is nothing more important than finding a job - it is basis of survival. Treat it as such.
Research - Spend your evenings doing research about potential employers. First you are looking for companies who need to hire someone with your qualifications. This is your first research task. Once you find some companies, schedule some interviews. When you talk to receptionist on phone, you could ask her to send you a brochure or some information about company (if interview is soon you could pick it up day before if possible). You can get on internet in evening and see if any articles have been written about company. Remember to check various sources to see if company is financially sound - you don't want to get employed only to be laid off a month later if you can help it! Also find out names of as many corporate executives as possible, but make sure your information is current.
What do you need this information for? The data has many values: first, you could find out company does not meet your needs and not waste your time on an interview. Having information makes you more powerful during interview process, as you will not be going in ignorant of what's going on. Finally, you can use this information to convince your interviewer that you are qualified for position.
Contacts - The plain fact of matter is, scanning newspaper want ads is perhaps least successful method of job hunting. Sending out hundreds of resumes simply does not work well either. In fact, best way to get a job is through personal contacts.
What does this mean? You need to get on phone, get in your car or bicycle or whatever, and talk to people. If an interview does not work out, you call person back and ask them if they know of someone else who needs your skills. Ask receptionist, ask human resources person, ask anyone who will talk to you. Open your mouth and get friendly with people. Once you get to know them a bit (which could be after five minutes of conversation or several hours, depending upon person), ask if they know of anyone who needs your skills. If they say "no", fine. On other hand, you will occasionally get a contact. Now, that's how you find a good job!
Go on at least one interview per weekday - Try and schedule an interview, no matter how much of a stretch, every single day. In this case, more is better. Each interview is an opportunity to get a job, or, just as importantly, a potential source for leads to other contacts and interviews.
Treat "no" as an opportunity - It is inevitable that you will get a "no" now and then. In fact, you might get tens or even hundreds of them. It's often a good idea to call person who interviewed you to talk to them. On surface, you are asking why you didn't get job: but in reality, you are asking them for information. The primary purpose of talking to them is simple: "do you know of anyone else who could use a person like me?" Sometimes you will get a "no", and sometimes you will get a name and phone number.