What does your resume/cover letter look like? These are key. Make sure they are professional with zero errors. Details are very important. Even if you're just filling out applications from companies, pairing them up with cover letters and resumes can make a big statement. Use actual resume paper to show even more professionalism.
Be confident in your abilities. Don't be afraid to apply for positions for which you feel you might not be 100% qualified. Some companies are looking for entry level people who's minds are not cluttered with "the right way" of doing things, so they can train them in the way they want.
I work for a company that receives an average of 65-70 applications for every job we post. People with cover letter errors such as spelling our company name (or anything else) wrong aren't even considered. We honestly had someone turn in a resume with an email address that was something along the lines of "firstname.lastname@example.org" NOT very professional.