Job search strategies as an experienced hire

As I embark on my first major job search as an experienced hire with BB experience, I am trying to figure out the right balance between various approaches. Also need to balance my inclination to be proactive, versus desire not to seem desperate to a limited pool of employers.

- Say I apply for a position at a major firm via an online system. To differentiate my application, should I go the extra mile and contact the hiring manager, or write to a specific recruiter at the firm? I want to be proactive, but don't want to seem pesky to a firm with many potential openings.

- How useful is exploratory "cold-calling"? Is it best done via email/linkedin?

- Are headhunters really useful to relatively early/mid-career candidates? If a headhunter mentions possibilities at company XYZ during a meeting but never comes through, should I go ahead and contact someone directly? Should I avoid headhunters altogether? Have spoken to a couple and fear that they might pitch me indiscriminately around the street, thereby making me a more expensive candidate w/ associated headhunter's fees.

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