Previous job: Friend in real life said they got contacted by a recruiter and that I'd be a good fit so referred me. Recruiter worked for the company directly, wasn't a 3rd party.
Previous previous job: Applied for open job posting from an online job board (I forget which one). Ended up being through a local 3rd party recruiter.
First job: College on-campus job fair and on-campus interviews.
Based on my experience, as you progress through your career it feels like your network will start to naturally take over from other ways of finding/applying for jobs. If you're still early career, I wouldn't hesitate to put yourself out there to anyone and everyone who has an open job which sounds interesting. Use the interviews to find out if you're a good fit.