Mike Pennington's first job search after college wasn't exactly focused.

"I got the newspaper on Sunday, looked at the marketing section and sent out 400 resumes," says Mr. Pennington, now 32 years old. He ended up with a "paper-pushing desk job" in the insurance industry.

Since that job, which lasted 18 months, he's been more focused, he says, only changing jobs after he's heard by word-of-mouth about positions that have seemed truly attractive in his field. Mr. Pennington in March became director of economic development at the Greater Rome Chamber of Commerce in Georgia. "I didn't want to jump at the first opportunity that came along," he says. "I wanted to jump at the right one."

For first-time job seekers unsure of what they want to do, it's common to hunt for a job the way Mr. Pennington did. But once you've set roots in your industry of choice, the scattershot approach may not get you the results you want. And if you've already had one job that lasted only a short time, you could risk being labeled a "job jumper" if you make the wrong choice and then move on quickly again.

Here are some things to consider when looking for another job:

1. Leave when you aren't learning. There's no formula for how long you should stay at a job, but one rule of thumb is to move on when you feel you aren't being challenged.

   In her entry-level job at a big clothing retail chain's New York City headquarters, Bonnie Jeanne Regan, 26, helped decide how much merchandise should go to individual stores. But after nine months on the job, she was bored. "It was almost tedious," she says. "I was doing the same thing every day."

   She waited until she'd worked there about a year and a half -- spanning two calendar years on her resume -- and then took a job at a competitor that offered her additional responsibilities. Now, she also helps make decisions about how many pants, shirts and other products the chain plans to buy and helps forecast sales.

   Time on the job does matter. "Somebody who's never held a job for a full year -- that would make me nervous," says Vinny Stabile, who heads human resources at JetBlue Airways Corp., Forest Hills, N.Y. Still, more important than the timing is what you have accomplished and why you are ready to move on, he says.

2. Focus your search. Rather than apply to a large number of employers, it is often more effective to develop a narrower list that truly interests you, Mr. Stabile says. "Put all of your energy into those."

   In her most recent job search, Louise Andrews decided that a small business would be best for her.

   After working at two interior-design showrooms with at least 90 employees, Ms. Andrews, 26, started in June at a Memphis, Tenn., residential interior-design firm with just three workers, including the owner. She wants to open her own firm some day, and decided she would best learn how to do that by working directly with an owner. When she interviewed, Ms. Andrews asked specific questions with that goal in mind, such as whether she would be able to attend client meetings.

   You can research companies by reading trade publications, searching the Web for background, talking with professionals you meet on the job, getting advice from mentors and making contacts at companies that interest you.

3. Make sure you have accomplishments to market. Once you've had a job or two, it is time to revamp your resume. Generally, the education section should move to the bottom, and college extracurricular experiences aren't important any more, says Deleise Lindsay, a managing consultant in Atlanta for DBM, a human-resources consulting firm based in Philadelphia.

   From their first job on, employees "need to start keeping track of what [they're] doing to make a difference in that organization," Ms. Lindsay says. Future job searches are "going to be all about their accomplishments."

   Don't exaggerate, cautions Jeff Chambers, vice president of human resources at SAS Institute Inc., a Cary, N.C. company that sells software to businesses. Explain what you've learned and accomplished. But if "you've been out of school for three or four years, you really didn't help these guys make $100 million," he says.

   It also helps to show you have a sense of what tasks you like or dislike. Though in the early stages of your career you may not know exactly what you want, being as specific as you can about your interests is "reinforcement for the person who's hiring you," says Liz Ryan, chief executive of WorldWIT, a networking community for professional women with 80 chapters in 25 countries.

4. Don't be afraid to say no. If you are unemployed or financially pressured, you may have to jump at the first job you are offered. But when you are changing jobs, make sure you only move on if the new opportunity is truly going to be better than your current job.

   Remember that one purpose of a job interview is for the candidate to ask questions of the employer. What kind of training will you get? What is a natural career path from this position within the company? What were the career paths of the people who are interviewing you? What's the day-to-day work like? What is the company's culture like?

   Generally, says Ms. Ryan, it doesn't make sense to make a lateral move to a new firm unless there is tremendous room for advancement or some other aspect of the job, such as international travel or the company's brand name, that makes it appealing.

   "Go toward something," she says. "Don't go away from something."