Start interviewing right away. As is true of all things practice makes perfect. If you have your eye on a certain job at a particular company then do interviews with your 2nd and 3rd choice first. The reason is that most likely your first interviews may not go as smooth as you would like. After going up to bat a few times you will feel a bit more comfortable and confident. This will help your chances of making a stronger impression with the company on the top of your list.
If you are looking to change industries then you may want to volunteer. This will give you the opportunity to test the waters and see if this is something you will want to do full time.
I once volunteered at a library and it opened up my desire to read heavily. Helping out is always a win win situation even if it doesnt lead to a job. Connecting with people is probably the best way to get a job. Employers like to take in people who are recommended by friends or employees. It offers some type of insurance to them.
Here are a few helpful tips to keep in mind:
Do research on the company
Reach out to people/get a mentor
Prepare answers to common questions for the interview
Prepare questions for the interview that show you did your research
Make good eye contact with interviewers
Give a firm handshake
If interviewer is female don't shake her hand any stronger than she does
Bring a few copies of your resume
Send thank you notes after the interview
Get to the interview 15 minutes ahead of time no more no less
Don't hold back sell yourself !!!