Looking back on my training and the quest to become a professional pilot, it is all like a bit of a journey really.
Some may disagree, but I see it as just another part of your life and something you work towards gradually to achieve your goal. Throughout your training you will gain experience, meet different people and pop out the end with that little blue licence, and hopefully enjoy the whole experience.
Everyone tackles the quest to get your first job differently, so I don't think there is any right or wrong answer. From my own experience, once you have finished, I think it is very important to keep in the loop, in other words keep current and keep your ear to the ground. There are jobs out there, and someone has the get them, so why shouldnt it be you. Work hard and you will get there in the end.
Good luck with it and all the best.