As a part of my industrial experience I've been both an interviewee as well as an interviewer. So here are some of my semi-random thoughts on interviewing gleaned from mistakes I've seen applicants make.
On the other hand my resume is relatively generic. I use a format that's consistent with industry standards and includes basic elements such as my education, job history, skills, and job-related interests. Depending on the sort of job you're interviewing for and the stage you're at in your career, different elements will have higher or lower priority. For example, as an academic, my educational credentials are important. But when I apply for a job in industry, my experience is more important. In some instances, you might make minor modifications to your resume to emphasize particularly relevant courses/experience for a particular application. Also note that I keep my resume maintained by adding new things as they arise; you never know when you might need to send out a resume, so it's good to keep it current.
For students without much job experience, your education, including details about relevant coursework, is most important. You can use examples of non-trivial course-projects as a substitute for on-the-job experience. Don't underestimate the value of a large course-project. Some students have created online portfolios of their course-work that an employer can browse. In future years, your educational credentials will take on less and less importance as you build a "resume" of job experience. Do not embellish your skills in your resume as many employers will "test" you in an interview. When I list my skills I denote whether I consider myself to be an "expert", "knowledgeable", or merely "familiar with" a skill or technology. When in doubt, I tend to be conservative in my own estimation as I'd rather deliver beyond expectations.
Some students seem shy about applying for jobs where they don't meet every single requirement. While some things in a job solicitation will be true requirements, many will fall into the category of desired skills. Recognize that hardly anyone will meet the entire laundry-list of skills and requirements. Furthermore, better companies will understand that it's more important to have relevant domain knowledge as opposed to having used a particular tool (e.g., a programming language); if the company you interview with doesn't understand that, you're better off somewhere else anyway.
I hope it goes without saying that you need to dress appropriately and look decent for the interview. Cleanliness in appearance and smell is key (but be very conservative with cologne). It may not be obvious, but be careful about what you eat and drink before and during an interview as well; that morning coffee not only poisons your breath but it can make you a bit edgy if you're not used to it.
You should be interactive and somewhat enthusiastic during an interview. Be ready to talk without being overly "chatty"; short answers are fine, though single word answers are probably less than what's expected. For example, if you're asked if you've ever programmed in the Foobar language, a simple "yes" or "no" is probably insufficient. If it's yes, then briefly tell them when and where and give an indication of your expertise. If it's no, then look for a potential hook into your other skills. For example if someone asked me about my C# experience, I would have to reply that I've never used that language, however, I've done lots of programming in Java which I understand is similar, and have taught myself many languages on-the-job in my career. Understand that you don't need to be able to do everything the job requires initially and demonstrating how you've bootstrapped yourself in the past is equally important.
You should prepare for the interview as if it were a comprehensive exam. Consider questions about any of your coursework or previous experience to be fair-game. To that end, you should "know your stuff" and be prepared to demonstrate what you know. Actual tests of design and implementation, or algorithmic problem-solving are not uncommon. This is where overselling yourself in a resume can be a problem. As an interviewer myself, we sat people claiming SQL expertise down in front of a computer, handed them an ER diagram, and asked them to construct some queries to answer questions; most of the candidates couldn't actually write a simple query and didn't get jobs as a result. Glassdoor has lots of useful information about interviewing that is company-specific; if your prospective employer is there, do some research on the interview process, questions, even salary ranges.
You should also expect people-oriented questions. Be prepared to talk about your experiences interacting with others on projects, teams, and in general. Have examples of your leadership abilities ready. Also be prepared to talk about your perceived strengths and weaknesses - everyone (including yours truly) has both, so know what some of yours are and be prepared to discuss some.
You should feel free to ask questions during the interview. These can demonstrate your knowledge of the company and interest in the position. I like to approach an interview as a two-way street where they want to know whether I fit the position and I want to know if this is a position and place that interests me. Some questions are good to ask, others are not. Good questions to ask include questions about the work environment, the company and future projects & plans, etc. Some questions are not good to ask such as how many days of vacation you get, how late you can start work each day, etc. You'll probably get answers to those questions, but asking them may demonstrate that you're more interested in how little work you have to do than how much you can contribute.
Remember to send a personal card to the person who hosted your interview letting them know that you enjoyed learning more about the company and job and hope to hear back from them soon (if that's true).
Meanwhile, continue your search and cast a broad net. Keep in mind that your best shot at landing that first position is likely to come from a personal contact and not via an email submission or a web site. Aggressively pester current students and recent graduates for any contacts; keep your ears open at home, at church, among friends, family, friends of family, etc. You'll be surprised how often a casual question asked of a friend of a friend or parent about jobs where they work can lead to a contact that gets you in the door.