Inactivity during unemployment can contribute to depression. Usually, the longer you are unemployed, the lower your self-esteem falls. Therefore, never let yourself be "unemployed" in your mind, even for a day.
Always find something productive to do. If necessary, volunteer a few hours a week or work part-time for a friend. Job-hunters may question this, but almost any work is better than no work at all. Even temporary work provides contact with people and the opportunity to care and contribute.
If you look around, you'll see unmet needs everywhere. If you want to help, the world needs you. That's why you never need to be "unemployed"—especially in your own mind.
Temporary work isn't necessarily a dead end. I call it a career field goal. It isn't seven points, but it isn't zero points, either. What do the successful pro football teams do when they can't score a touchdown? They go for the field goal, knowing they'll attempt the touchdown later.
Pay attention to your language. Don't say things like, "I'm out of work. I have nothing to do. No one wants me." That's not only ridiculous, it's terribly damaging to your sense of self-worth.
In addition, you want potential employers to perceive you as busy and active, not bored and depressed. Rather than say, "I've been out of work for 18 weeks," say, "I've got several things going while I'm in the market. I work part-time for Hewlett Packard on a new product launch, and I'm helping Memorial Hospital set up their SIDS department." Doesn't that sound better? You bet it does.
The attitude that you're working even though not employed communicates action, movement, and momentum! Just what employers look for.