Honestly though - persistance, connections, study some psychology. The number one component to getting a job is getting someone with pull to like you (and thus vouch for you). Especially at the low end and the high end, not as much in the middle.
Also, while you're not working? Spend all the time you're not looking for a job actually developing some sort of maketable skill or experience. WORK, even if you aren't working. I recently couldn't get a job for over a year - I used that time to retrain myself, picked up a whole new suite of skills, and lived off temporary work, tech support, and commissions (find things to sell?). Whatever you do, don't stop working just because you're not employed. Not only because you develop important new marketable skills, but because it looks really good on your resume to have "independent projects" and volunteer work at least during your down time. (I also blame coming to my interview prepared. I took notes and references and a whole shitload of stuff. But then, in my field an intense 5 hour interview/test is pretty standard)
And finally, don't just rely on internet ads. Especially for low end jobs like big box retail, even if there is no job, there is still a good chance they'll hire you if you impress them. Go in, ask to speak to the hiring manager. If he's not there, ask when he will be. Deliver your resume in person, ask if they'll be willing to spend a moment speaking to you. Have, ready and at hand, what you can do for the company, and use every psychological trick in the book. (For example, have some tic-tacs. Offer him one early on, trigger the reciprocation response. It won't be enough to get you job, but he might feel he owes you a short conversation even if he turns it down.)
I've basically gotten two jobs that way, so it does work.