Been at this for some time and the things I have learned are:
1.) go into the search everyday with a clear mind
2.) log all the jobs applied
3.) save each and every cover letter (potential employers like when you bring in the cover letter to an interview)
4.) have multiple types of resumes (for example, I have a resume for each of the areas of expertise I have- Risk, Banking, Credit, Banking & Credit, Govt, Accounts Receivable, etc.)
5.) Follow up with any leads
6.) If you have an interview of some type (face to face, phone), always send/mail a thank you note/email
7.) Most important- may be embarrassing but fukk it and tell people/ colleagues/ friends/ family you are looking for a job
8.) Keep that credit report in check
There are more, can't remember. Good luck.