If you're looking for a solid enterprise CV, I've had pretty good results with mine at http://michiel.trimpe.nl (the picture and recommendations section are optional.) For big companies LinkedIn is also key and recommendations there are very valuable.
For blanket applications (e.g. submit on website) cover letters are a must and you must show that you have read about the business and explain in a few sentences why you feel your profile would fit well with the (goals of the) employer. As for format, the body of your introductory email message is often considered synonymous with your cover letter.
(P.S. This is based on the Amsterdam market. Europe is big and every country is different so advice from a German would be better still if you were looking for a job in Berlin)