Your real competition isn't some job hunter off the street. It's the candidate who was coached by The Headhunter. From The Archive 26. There is no sure thing.
Headhunters see it all the time.
I can't tell you how many people I've known who started a job, only to be job hunting again a few days or weeks later. Either they realize the new job isn't what they expected, or the Dr. Jekyll who interviewed them turns out to be a Mr. Hyde, or the company is in serious trouble. In the meantime, they've closed the doors to other options. Never sever your connections to other job opportunities, even if you've accepted an offer. Keep the interview doors open for at least two weeks after you've started a new job.