I am clerking at a trial court in the state I plan to practice next year. I clerked with that state's supreme court currently in my third year of law school. I went onto their website and it directed me to send a resume, c/l, writing sample and transcripts to one judge and she'll distribute them all. I did that and heard nothing for about 2 weeks. Then I sent to all the individual judges, save a few I knew already hired clerks. That lead to three interviews and a clerkship.
This all happened in a small state with a small bench. That particular court only has 19 judges and 13 in the county I want to practice. It may be different for larger states.
I understand the federal clerkships are more prestigious, but you also want to consider where you want to end up. I want to do business litigation in state court, the bench in my state is highly respected by the bar and will lead to significant opprotunities (I hope). Feds may be more prestigious in some markets and less in others. It's all relative to what you want to do. Don't be blindly biased by the prestige whores on this board.