When you're submitting apps, try to hand it directly to the hiring manager. Chances are they will have a quick skim of your app right there as opposed to it going into a black hole never read.
First impressions do have an impact. Dress well. Even people/teens for McJobs arrive in business casual.
When you get an interview, arrive at least 15 minutes early and be very polite to everyone there.
Practice answering common behaviourial questions easily found on the net. Also research the place you want to work. That is, try to glean the types of persoanlity ('fit') that they want and act accordingly. Doing this stuff will also build your confidence.
Best way is of course to have someone who works there vouch for you or at least have an informational interview with an employee (basically a Q&A about their job/workplace). Have at least 3 supervisor references.
The more basic and higher turnover associated with the job, the more informal the interview will be with less stringent background checks. For any white collar positions though, go in expecting that they call your references and wil be asking for a clean police check.