Send original letters. Do not send copies that look mass-produced and do not use form letters. Do not use dot matrix printers. Do not hand-write your letter. Keep the letter interesting.
Most people miss the most important point.
They spend all the time telling about themselves when they should be concentrating on how they will benefit the company. That is what the employer will find interesting. Include a copy of your resume. Remember that the one purpose for a cover letter is to get your resume into the hands of the employer and to obtain an interview. Avoid vague statements.