Yes, I have heard it is easier to get hired if you already have a job. Regarding answering job ads, my rule of thumb is one interview for 300 applications and one job offer for three interviews. Your very best way to land a job is to develop a network and to work it. The man who hired me at GE later left the company. I had a feeling he was glad he hired me and I kept in touch when he left the company. Later, when I was laid off at GE, I called him (VP Engineering) and he got me in at Square D. Something like 5% of the jobs are gotten through job ads. Something like 30% are gotten through placement agencies and a lot more are gotten through contacts inside the company. If you sit and answer ads in the newspaper or online ads like Monster.com you will get a good feeling like you are doing something worthwhile, but you won't get very good results. After I was hired at Square D, I was shown a pile of resumes 4-5 inches high for the job I landed. I was told in the end it boiled down to me and one other applicant and he didn't have the recommendation of the VP Engineering.
Regarding employment agencies, if you're over 40-45, I would avoid them. It is illegal for a company to discriminate against older applicants, so they routinely hire agencies to do that for them.
I was recruited at college for my first job.
I got the second through an agency.
I got the third through my contacts.
I got a temp contract through an advertisement.
I got another temp contract through an advertisement. (I was offered a direct job at this firm).
My last contract work was through a recommendation from the one above.
I am 68 now and have close to zero interest in a direct job. I am still listed on Linkedin. I occasionally get calls from recruiters.