I would understand if that would be the case for the best jobs, but it seems all of them are like that.

I used to feel the same way; my first dev job came through someone I met at a tech meetup.

I've since found a couple of good ones by cold applying. What helped the most was reading a couple of books about sales.

Essentially, when you're applying with a cover letter and resume/CV, you're making a very short sales pitch and need to make the most of it. The good news is that most cover letters and resumes people send out don't have this focus at all, so it's relatively easy for you to stand out.

Sometimes, the hardest part is accepting that there's nothing wrong or dishonest about selling yourself. When I've reviewed resumes in the past to decide who to interview, I've found that most of them overlook the fact that I have a problem I'm trying to solve, and I'm looking for someone to help me solve it. If the first sentence on your resume/cover letter shows me that you've read the job posting, understand the problems I'm trying to solve, and tells me why you're the right person to help solve them, you really stand out from the competition.

YMMV, of course. What I've observed may be atypical, and it's entirely possible I've just had good luck.

It's just worth remembering that while cold applications tend to have a low success rate, applications sent in response to job postings are really, really awful. Being non-awful significantly helps your chances, but not as much as meeting people and building a strong network.

Yep, it's not what you know...

It's not just what you know. I see a good network as a force multiplier. If you have useful skills and can use them to get things done, knowing the right people can provide a lot of leverage.

If you know nothing, well...a force multiplier doesn't help much when you're multiplying it by zero.