Thank you notes. Making personal contact with a potential employer is always better than taking the application and dropping it off later because it gives you a chance to make a good impression. If you met a manager or supervisor when you were applying, write them a short note to thank them for talking with you. A thank you note also gives you a chance to remind the employer who you are and why you'd be good for the job. That way you can see whether your application is still being considered or if the their hiring needs have changed.
Persistence is a plus with many employers.
Although you don't want to be annoying, showing that you are really interested counts a lot. Keep a list. It is important to keep track of the details of your job search. After you've applied for a job, make a written record of the company you applied to, the date you applied, the person you spoke with. It is also useful to jot down the telephone number, so that you can make a follow-up call if needed.