Breaking a one-year losing streak with only 2 in-person interviews, and few phone interviews, I got a job as a web developer.
...and, I sure didn't get the position by replying to a bunch of internet ads.
I did go to college, and got a Computer Science degree. I managed to get an internship, then a one-year job as a Software Engineer (different companies). While the internship went great, I was basically treated horribly at the SE job, wasn't given the opportunity to really do or learn anything, and was cut loose once the economy started really tanking at the end of 08.
So, after wasting a year applying online to tons of companies, moving to a city and applying there, then moving back when that went nowhere, I approached the college to do volunteer work.
There, they told me that they didn't have money for new positions (aside for a few admin-level positions that I wasn't anywhere near qualified for), but I stuck with requesting volunteer work, though I did state that I'd consider working long-term if they could hire me.
Even though they didn't think that they had the money, they did have more work than they could handle. After interviews with the IT director, as well as their lead developer, they gave me the go-ahead to do volunteer work, after they had sorted it out with the higher-ups.
The next week, I heard back from them. Instead of unpaid volunteer work, which I requested and was willing to do, they decided to create a paid position for me, doing web development (which I had skills in).
So, I got a job. It wasn't posted anywhere; it didn't even exist until I approached them.
...now in the corporate world, the same thing probably wouldn't work, but at least approaching a company who does the kind of thing that you'd like to do and trying to get an informational interview (as in, for information on the kinds of things they do and practices they use, not for a job) may very well lead to getting one, if not with that company, then at the very least by getting interview experience in what you want to be doing, if not a referral to a company who can hire you.