Joel Spolsky provides some tips:
Proofread everything a hundred times and have one other person proofread it. Someone who got really good grades in English. Write a personal cover letter that is customized for the job you are applying for. Try to sound like a human in the cover letter. You want people to think of you as a human being. Study the directions that are given for how to apply. They are there for a reason. For example our website instructs you to send a rsum to email@example.com. This goes into an email folder which we go through to find good candidates. If you think for some reason that your rsum will get more attention if you print it out and send it through the mail, that you’ll “stand out” somehow, disabuse yourself of that notion. Paper rsums can’t get into the email folder we’re using to keep track of applicants unless we scan them in, and, you know what? The scanner is right next to the shredder in my office and the shredder is easier to use. Don’t apply for too many jobs. I don’t think there’s ever a reason to apply for more than three or four jobs at a time. Rsumspam, or any sign that you’re applying for 100 jobs, just makes you look desperate which makes you look unqualified. You want to look like you are good enough to be in heavy demand. You’re going to decide where you want to work, because you’re smart enough to have a choice in the matter, so you only need to apply for one or two jobs. A personalized cover letter that shows that you understand what the company does goes a long way to proving that you care enough to deserve a chance.