Job hunting basically boils down to these simple concepts:
1. What do you want to do?
2. Where do you want to do it?
3. What do I need to know in order to do it?
4. Who do I need to contact?
5. Create a plan and be organized
6. Execute the plan, and if required (usually), revise the plan

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Tell everyone that you know that you're out of work.  Sometimes you
can get leads from folks that aren't related to your job search,
such as talking to folks at an athletic club.  In some cases,
people have been hired based on who they talked to in their
hobby clubs.

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1. What do you want to do?
Hopefully you've answered this question already.  If you don't know what
you want to do, then spend some serious time thinking.  You really have
to know the type of job your seeking, otherwise your plan will fail.

2. Where do you want to do it?
Mostly people know what they want to do, but don't know the companies
to work for.  You should create a list of a minimum of 10 companies that
employs people with your skill set.  These are your target companies.
These should also be companies that you really want to work for.  If you
don't like the company, it shouldn't be on your list.

Other criteria may be benefits, distance to work, environment, etc.
Some of this is available on each company's website.  You can get some
company information by using LinkedIn (they have a great company
criteria search), or you can use a database like ReferenceUSA, which
has company classifications.

Also, small companies should also be targets.  In most cases, they are
looking for folks that can do a variety of jobs that can benefit the
company the most.  Most job seekers overlook the small companies.  The
biggest problem is trying to figure out what these companies are, and
how to get a hold of someone.  You will have to network somehow into
small business circles.

Newspapers and career sites are also good tools if they provide company
info.

3. What do I need to know in order to do the job?
This may be one of the more underrated activities of all employed
persons.  As an unemployed person, you may find that you don't fit all
the qualifications of a job.  In some cases, you may be able to do
extra training in order to get new skills.

YOU MUST ALWAYS EVALUATE YOUR SKILL LEVEL!!!!!

This is the lesson I had to learn.  From time to time, new skills
are required for the industry, and if you don't adapt, you'll fall
behind.  If there are certain skills that you don't have but will
help you get a job, then you need to find ways to get that skill.
The government has some retraining options in the Workforce Investment
Act (WIA).  Go back to college (or community college) for a couple
of classes if you need to.  NEVER WASTE THE START OF A SCHOOL YEAR!!!!

4. Who do I need to know to get my job?
This question is harder, but necessary.  Mostly the job search is
more about who you know, not what you know.  If you have your company
list, then you need to ask your friends/networkers about certain
companies.  Use LinkedIn -- That's what it is for!!  You need to
find folks that work at your target companies.  You may need to
do cold calling, or just visit the companies themselves.

Once you find someone at the target company, you're looking to
get further inside towards the hiring manager.  You want to make
sure that you get to know them, and they get to know you.  You
can conduct something called an Informational Interview.  Search
that on the web for more information.

Once you've established some contacts, you may want to keep them
in your contact list.  If you have the right skills, and they
indicate that you'd be a great employee (but they're not hiring),
be sure to follow up every now and then.  People in high places
can sometimes make exceptions, and allow a few in the back door.

5. Create a plan and be organized
The plan is really the top 4 questions.  However, organization is
key also.  You will get a lot of information from people, such as
business cards, handbills, resumes, and tips, and you need some
way to organize it.  Some people use PDAs; I used an excel
spreadsheet, and cataloged the paper into binders.  This can
really help when you need to find contacts.

Also if possible, be sure to provide contacts and tips to others
too.

6. Execute the plan, and if required (usually), revise the plan
Once you have the plan in place, then you need to follow through
by finding contacts at your target companies.  This may be the
hardest thing, especially if you're trying to do cold calls or
find someway to do an informational interview.  Once you
land your job, it would be worth it.

Many times, you'll have companies on your target list, and they
won't be hiring.  You'll have to continually revise your
target list.  Also, you may have to keep re-evaluating your
skills to see if they match the requirements of the industry.