You can also write 'on spec' rather than phoning or visiting. If you do this remember to include a copy of your CV and a covering letter. If they don't have work, ask them to keep your details in case they have vacancies in the future. Don't forget past employers. They know a lot about your record as an employee and are often more willing to take on someone whose work record they know than someone that they don't know.
Some companies still advertise vacancies outside their premises.
Many big stores have notice boards inside e.g. DIY Warehouses, Supermarkets or any big stores.