Dear High Flyer
Difficult to give you an answer to such a broad subject, as every approach to an airline needs to be tailored to that company and indeed each airline probably has their own slant on what they want.
I can recommend AOT Ltd (see aotraining.net). They cover the whole process from cv prep, getting ready for the interview and the interview itself, plus things like how to relax yourself and what you need to know. You also get the chance to do a mock selection day.
I found it good value for money and it worked for me. I changed my approach to both cv writing and interview technique following the course. Have since got a job and am sure that my pre course cv would have not made it past the bin.
Another benefit is that it is presented by a group of airline recruiters/training captains and senior airline personnel, so you get to spend quality time with people who do selection for a living, and are happy to pass on the benefit of their knowledge.
Agree with EGCC, there is too much at stake these days to leave things to chance, and you really do only get one shot at making a good impression (or getting your cv in the right pile!).
Good luck
oap