The best thing for you to do is network. Talk to your friends, family, and business associates. At some companies it is difficult to even get your resume looked at unless you know someone on the inside.
Don't count out the internet job sites, but don't rely on them exclusively, either. Monster.com is good. So is hotjobs.com, and if you're in high-tech, dice.com is good too.
The same goes for headhunters. A headhunter might find you a good match or they might not. In any case, you lose nothing by contacting a headhunter or three - they receive their commissions from the employers. (DO NOT work with any "headhunter" who wants to charge you, the job seeker, a fee.)
Good luck!
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