There are a few rules.
Never apply to a job that uses Taleo, SAP or any other "application" interface. A real job requires to send or upload a resume and an _OPTIONAL_ cover letter. Ignore everything else.
Never apply for a job that requires anything unusual (only non-smokers, hand written resume, time of birth for astrological evaluation, hard copy of application etc.). I am even skeptical about "motivational" letters. All these are signs that your future boss is nuts.
Be very open to create "sample" work, like a 10 page marketing plan or an "investment analysis of 5 companies". Just be very clear that this will be billed at your consulting rate too.
Remember the second most stupid people work in HR (with the most stupid people working in real estate). This does not mean the every HR person is an idiot - in fact I am sure there are brilliant people -, it is just a reflection of the entry requirements for these jobs.
I never really found a decent job after my PhD and I was desperate for years. The funny thing is: Now I get sometimes offered two jobs a day by just meeting people. I don't even engage in the conversation. They wouldn't be able to offer any salary that would make me even considering taking a job. And if I look at my former peer, never getting a job in the past may be the best thing that ever happened to me.