The classifieds in your local newspaper. Check them every week. Some weeks may have nothing, but eventually there will be some good jobs.
In my opinion, Monster.com sucks. So does going to a headhunter. This is just from my experience (I'm in Western New York), so you may still want to give those a shot. The only thing better than the classifieds is if someone you know tells you about an opening. If you are recently graduated, does your school offer any career help? What part of the country are you in? What kind of work do you want to do? Do you have any preference working for a large company or a small company?
You can ignore the next paragraph if you want, its just my job history.
I got my first job through a family connection. After two years, I got my next job through a headhunter. Between him and the company they really nickeled and dimed me. They made me start as a contractor, then after three months go to full time. Of course the salary I was promised was retracted and I had to take 5 or 10 percent less money, and take 10 percent of it as a signing bonus. However, I got the last laugh, because 2 weeks after I started full time, a job I applied for after seeing an ad in the paper hired me for a lot more money. This meant the headhunter lost his fee. Also, they never asked for the signing bonus back. The next job didn't ask for the signing bonus back either. Now I work for myself out of my house.