How should I approach looking for a job?

I moved to Houston almost a year ago. I've been trying to get a job pretty much since I moved here, but have had no luck. I want to know what's the best way to approach getting a job? Like, should I go in and ask if they're hiring (which usually leads to APPLY ONLINE), or call & ask, or just apply online? Also, once I have applied should I call them back & check on my application status, or will the company just thing I'm being pushy? Any suggestion helps.