1. Stay calm. Don't panic. People loose their jobs on a daily basis. Even if you thought you were going to work for that employer for your whole career, statistics say different. The average person will change jobs 7 times in their career.
2. Look at your job change as an opportunity. Changing jobs may increase your wages and give you a motivational boost. You may have become stagnant in motivation if you had worked at your last employer for several years.
3. Make a plan. Make a list of employers that you would like to work for. The internet has many good sites that can help you research employers. If it's a public company, Google Finance can give you a list of competitors for any given company.
4. Look at job boards like Monster.com and Careerbuilder.com as a start rather relying completely on them. Many jobs are not listed. If you research employers that you want to work for, it's not hard these days to find out who the hiring manager is. At LinkedIn.com you can network to find these managers.
5. Don't expect to find the perfect job the first day. It's hard work. You will get some no's along the way. Be strong.