Yeah, online is easy to apply to, which means hundreds of other people are applying to. The only time I've ever had success applying online was when I had a very specialized skill for a specialized job. You have a little more luck if you apply through a company's website than if you just apply to a job ad posted on monster or hotjobs.com.
Applying in person can be a good idea, especially if you're applying to a store. Sometimes they'll interview you right then, if you go to a smaller store during a slow period. If you can go in the middle of a weekday, say around 2 pm, you're more likely to find the manager around and they're not busy. If you're at school, you can also try 3 or 4 pm. After that, you may as well just drop off your application and wait for them to call.
When I was looking for my first job I dropped off dozens of applications around town. When I looked for my first job after university I emailed hundreds of applications. I think it's just a matter of sending out tons of applications to every place you'd like to work - don't just wait until they place a job ad or put up a "now hiring" sign. Ask your friends with jobs to tell you when the company starts hiring new staff. Also, you might want to review your resume and cover letter - can they be improved in any way? If you haven't already, get your friends, family, teachers, etc, to look over your applications and see if there are any typos or things that you can do to enhance what you send out.
And just be patient. A company may not call you the week after you drop of your application. Often they'll keep it on file for a few weeks or months until they're ready to hire and then you'll get that call. So just keep waitng, keep looking, and don't give up!