I'm a consultant, and as a consultant I spend a great deal of time concerning myself with the "next job". I may not always be a consultant (I don't believe it's related in any way shape or form to my eagerness to be one, just that times change, etc) but for the time being I am one and so must constantly be on the outlook for the next great "gig".
How do you go about getting a consulting job? Well, for me the challenge is my locality. I'm located in Nebraska which, for the most part, is a relatively barren wasteland for modern technology. Most of my "gigs" have been acquired through word of mouth and diligence on my part to help people in times of need when they requested it - you treat someone well and they'll treat you well back, it's the basic law of the land.
First - I would not look on sites like rentacoder.com. I have tried it, and I don't like it. Why? The reason is simple, for the most part people you will find on rentacoder (on both ends of the spectrum: developer or "buyer") are unrealistic. It's not their fault; they're not "stupid" in any way shape and or form, they're just somewhat naive about the nature of software and how much it costs to develop something correct. Take this for example: say you find someone on there who bids for a full-featured ASP.NET site for $20.00 (I've seen it); chances are they will be back bidding again in a month or two to correct the myriad of mistakes the $20.00 wunderkind caused.
Oh well.
Second - I would join local organizations, clubs, etc. and become active members of them and rub elbows with business-folk. One thing we, as developers, are relatively poor at is communicating with the outside world. You can make a business person fall in love with you if you express, in some way, an appreciation for their situation and, especially, a firm understanding of it. At the end of the day everyone is out for the same thing in business: to make money. Being an active member of this world will clue business people onto you as someone who "understands" the needs and processes of real-world business software. Remember, the stereotype most business dudes have of us is that we're cowboys - loose cannons who sleep by day and hack by night. For the most part they treat you as a risk - you wield a black magic that they do not understand; do not use this force for evil, use it for good.
Third - Do things with the end in mind. You have a choice as to whether you get yourself certified as a Microsoft developer or master your latest XBOX game. Look at your resume' and think about what it says about you - as a person. Does it project someone willing to explore the depths of a project for someone, or not?
Fourth - have a reachable presence. I'm not promising I'll be doing this consulting stuff in a year, but I am promising that as I continue to write, and continue to learn, I will continue to grow my presence/influence wherever and however I can. This means things like blogging, speaking, writing for magazines, etc. The first step is always advertising your presence because without a presence you cannot be reached, period (well, duh).
Fifth - try your damndest to say atop of the needs of your area. Note how I say, "Of your area" - this is extraordinarily important. Areas differ on their needs and requirements for software; different places require different talents - you will succeed if you have a good rap sheet and expertise on those needs. Consider that and ask around, talk, discover, etc.
...I think the most important thing to take away is opening the lines of communciation, being accessible and being real. Believe it or not, but if you can make those things happen you can probably (probably) make it as a software consultant.