Let's get it straight - there is no one answer that applies to everyone. Begin by asking yourself some fundamental questions. Make certain you don't walk into another job that's even worse. Lots of people have started job-hunting on impulse after that bad report, row with the boss, or Monday morning blues.
Research is the key to a better job.
And part of that research is knowing exactly what's wrong with the job you have right now. Think this through carefully - talk about it with your partner or a friend you can trust. Try to pin down all the reasons why you want to leave your present position. Put the facts on paper, leave it for a few days, then look at it again. Getting the best possible job demands serious research before you even begin to apply.