A few people have linked to this awesome story from Tim Schaefer about how he did a very unique job application that landed him his job at Lucasarts many years back. It reminded me of another unique approach I'd read about, taken by John Newcomer, designer of Joust, who got hired by Williams after handing in a resume rolled up and stuffed down the neck of a rubber chicken.
It kind of amazes me that in an industry as competitive as gaming - scratch that - in all job markets ranking above "would you like fries with that?" - just how many people apply for jobs by submitting resumes with form-factor cover letters, and then showing up for interviews with minimal, run-of-the-mill prep.
Of course, you can go part-way on this and still not make the cut. We had someone a while back interview for a position, and he came in with a presentation over 50 slides in length he'd prepared on our product, competitors, market trends, etc. Really exceptional. One of the people on the interview loop asked him "this is kind of lengthy, and I'd like to spend most of the time talking with you. Can you go to the summary slide?". "umm... summary slide?". Fail!
Anyhow, food for thought