The best way is to start building up your CV. Any gaps in the CV look potentially bad, so you need to show you have been doing something. Things that employers will look for is study / courses and volunteer work. The more you can put on your CV the better. If you can do training for a specific job that you have in mind, that will go a long way too. Bear in mind, when you apply for an advertised job, if it's a good job then there will be possibly 100's of applications, so you need to make your CV and cover letter stand out.
*also I should mention that it also helps if you make it look like you are doing them a favour by employing you, rather that them doing you a favour.