If you're trying to get a job with a marketing agency, you have to stand out. Every marketing agency wants to see: Creativity, Longevity and Business Sense. So do something creative, that shows them they need you and that you'll earn them money.
A simple covering letter and CV really won't cut it, however well it's written or however nice the paper is that it's printed on.
You want an example...ok, here's something I would actually do.
1) Find the company you want to work for - Hillbilly Marketing for example
2) Find the company Directors names
3) Send a Parcel to each director, as they open the parcel they see the first sheet of paper that says "Thankyou for opening me, Now I have your attention, Let me introduce myself... (once you have finished looking through this package, perhaps you could call me on...)" and include the following...
> Have a custom calendar printed from somewhere like
here...with pictures of you and tags like "November, this month I'll be helping your clients plan their new year sales strategy"
> Have a custom printed bottle of wine from somewhere like
here, with your face, name and a strap line on there and at the bottom, call me now on...
> Make a DVD that personally addresses the directors and the team of the Hillbilly Marketing company, and say on there, you want the job, you've seen how creative you are, you want to have a career with Hillbilly Marketing - be bold enough to say 'if you don't have a position open, I think I've shown you that i'm a candidate that's worth CREATING a position for. Call me now...'
> Finally, have a well written cover letter and CV written, but this is the last thing that they will see, enclose that in a seperate envelope that says 'My Credentials', also include your references and everything they could possibly want to know up front.
Marketing Rules: AIDA = Attention, Interest, Desire, Action, using that example above, and round about