After I was laid off in 2009, I went to a college job fair to ask around for potential jobs. Most of the people said to me, "We're not hiring. We're just building up our resume lists for when we do start hiring." One company, a call center, saw my resume and the lady was so impressed she gave me her direct contact information and said, "Send me your resume and I'll see what I can do."
I decided to do a test. I applied for a position via the website and heard nothing from the company. A month later, I mailed my application to the direct address the lady gave me and left to visit some friends. A few days later, I received an e-mail from my parents saying, "She wants to talk to you! They are even willing to wait until you get back on Monday!" I ended up getting the job, but turned it down due to certain issues.
So, I recommend going to career fairs and either asking for a business card or exchanging business cards. Yes, you can have business cards even if you're unemployed, just type a few qualifications on the back of the card. Another way I connected with people was through people I know. Networking can do wonders if you know the right people. Granted, most will probably be too afraid to help you get a job, especially if they're trying to keep their own, but some may be able to help you
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I haven't tried Alumni Associations yet. I know my school came out with a book posting an entire list of alumni contact information. I didn't order it though (stupid, I know). However, I could always try that when I graduate. That's a very good idea.