This is a massive problem for me.
On a very simple level, I try as much as possible to counter any negative thoughts with positive ones. For example, 'I might not have found a job yet but I have these skills which are valuable to an employer and I am sure to find something eventually...' Really this is just basic CBT but there is a lot more to it than that. It's worth looking into.
My negative thinking tends to drag me down into deep depths of self pity and when that happens it's really hard to drag myself back out again. At those times even the simplest task seems insurmountable. Usually then I will just try and do something positive every day. It doesn't matter how small, just keep moving in the right direction.
One book I found really helpful with this was Susan Jeffer's Feel the fear and do it anyway. She calls the negative chatter the 'chatterbox' and talks about how the negative self talk is caused by fear and how we can overcome it. I thought it would be a very cheesy book there is some really good stuff in there.
Maybe while you are job hunting you can look at possible ways you could increase your employability. Any courses you could do, rewriting your CV, learning interview skills etc... It is amazing how taking positive action can change our entire outlook. All that negative chatter tends to drag us down to the point of inactivity whereas if we make small steps which are beneficial to us we can see massive rewards in our outlook. I know how old habits die hard though, this stuff takes practice x