Don't be too picky. This economy is so tight that you can't be unwilling to do certain jobs. With that said, don't apply for jobs that you wouldn't be happy doing.
Craigslist is a nice place to start looking for jobs, but some of their posts are suspect. Be wary of jobs that don't list the company name.
Monster.com is not that great of a place to find jobs. Every job I get sent to me is in New York, and while I don't dislike New York, I might like a job closer to where I live now.
Try to find some places/companies/organizations that you might like to work for, and check back on their websites periodically to see if any jobs have been posted. I have several that I frequent, and some have yielded interviews. It's only a matter of time before one yields a job.
Tell everyone you know that you are looking for a job. I have been told that "it's not what you know, it's who you know" and I now agree with that statement. Most of my best leads have come via friends who have had me on their radar.
In the same vein of the last tip, make sure to use any advantages that you have. If someone offers to make a call or send an email on your behalf- let them. It can't hurt.
That's all for now, but I have more pearls of wisdom for later.