My experience is that the salary for your first job is more important than you think, because future salaries are always anchored off your previous one. So for the first job in particular it's worth going for a less nice but higher paying job (also, hedonic treadmill).
Keep your applications targeted. I'll normally apply to less than 10 places, but each will be one where I've read about the company and tailored my cover letter. I've found this more effective than spamming out my CV to a lot of places.
I've had success with and without recruiters, so I can't really say one way or the other there. That said, the best return on effort when looking for tech industry jobs is definitely Hacker News' monthly "who's hiring" thread.
Some companies will be shockingly unreasonable. Just be prepared for that to happen, and respond appropriately; don't assume there's some kind of EMH in play where anything a company does has to be sensible.
Get two offers. Don't stop looking just because you have an offer or two. You have a lot more leverage when you have multiple offers.
Trust your gut. If a place feels unpleasant, it probably is unpleasant. If the person who interviews you rubs you the wrong way, the company culture probably will (this is not true for initial phone screens, which tend to be done by someone unrelated to anything). Make sure you speak to the person who's going to be your direct manager - how you get on with them is probably going to have a much bigger impact on your workplace happiness than anything else.
Oh my goodness are you doing it wrong. Your next employer will ask what your last salary was. Yes, of course they will ask. But woe to you if you actually answer! You have much to learn young padawan.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one. (Immediately before; refresh the list-of-threads page before posting.)
3. Open Threads should be posted in Discussion, and not Main.
4. Open Threads should start on Monday, and end on Sunday.