Welcome to the hell of job hunting in a tough economic climate. It's easier than ever to find and apply to new gigs, but it's also just as easy to get overwhelmed with the wealth of options out there.
The best advice I can give: Network early, often and keep those connections alive. Go to meetups and other events. Talk to people in the field you're aiming for. And be sure you know how to sell yourself.
I know, it sounds a bit manipulative. But there's a clear line between being a sociopath who just wants to use other people for self-gain, and being motivated and forging actual relationships. (Don't be the former.) Having pre-existing relationships is incredibly helpful when applying for any position, and of course, it's also a way for you to hear about potential openings before they're made public. (Editor's note: This advice was echoed by Managing Editor Terrence O'Brien who said his most effective tip would be to make friends with people who already have jobs in the industry you want to work in.)
Aside from making connections, there are plenty of other steps you should take: Create a Glassdoor account and save some searches to automatically alert you about openings. Glassdoor is also the best way to hear about what it's like to work for specific companies (aside from reaching out to people you know), and it'll tell you what salary ranges to expect.
And, of course, there's LinkedIn. It's not a cool social network, but that doesn't matter much since it's actually useful. Make sure your LinkedIn profile matches your resume, collect recommendations from colleagues, and use it as a way to search for openings. I'd also recommend signing up for LinkedIn Premium, which lets you see who exactly is looking at your profile, and also alerts you to new jobs within your field.