After the interview
Keep notes of the interview and how it went, the questions you were asked, the answers you gave, the positives and the negatives. Ask yourself what you could improve and what you would do differently next time.
If you're not selected, ask for feedback. Some companies are more willing than others to do this. Be careful not to show any irritation about their decision; instead demonstrate positivity and professionalism - you never know, they may change their mind! Request five minutes of their time for some feedback on how you came over in the interview. Ask them for some tips on what you could do differently to improve your interview performance and to help you in your continuing job search.