Agree with the answers so far. If want to keep the academic door open, then in my opinion you need to fully commit to that and plan accordingly. The landscape in academia is far more competitive than industry these days. If you are ambivalent or non-specific about your academic aspirations you could quite easily get slotted into a postdoc job that doesn't set you up for academic success. If you do well in the academic sense and then change your mind and switch to industry little harm is done. The reverse is not true. I have seen many young scientists accept postdoc jobs who were not specific about their goals and ended up essentially working on other people's papers and grants and not carving out their own independent research as they need to. So, if you want a postdoc with potential to lead to an academic career you need to think about several issues.
- Publication potential. This is the number one issue. Think about this a lot. What projects are getting started in the lab, that are very well-funded and likely to lead to high-impact papers. Unfortunately, you can't afford to just hope a great project comes your way or that you think of something great. Be very explicit about this. The ideal situation is that you get assigned to be the point-person, with clear authorship expectations, on a high-potential project.
- Reputation of PI and Institute. This matters. Senior people (the ones deciding who gets what grants, jobs, etc) will say things like: He/she came from Dr. Famous' lab almost as often as he/she wrote that great paper. Also, these famous PI's will later be called on to write letters of recommendation when applying for training/transition grants, first position and later promotions in the tenure-track process. Therefore, you should be flexible about where you are willing to go. If the most famous lab in your area is in Wisconsin, or wherever then you should consider that location even if its not where you imagine settling down.
So, how to get a position that meets the above criteria. Cold-calling is almost hopeless. It doesn't hurt (except the time it costs) but will have a very low success rate. The top people at the top institutes as described above don't need to advertise and don't have time to find your email/call in their inbox/voicebox. They will most likely hire the "brilliant postdoc" that their old friend or other famous PI recommends to them. Therefore, your own PI, committee members, and any other people in the field that you know are the best source of potential connections to get interviews. Make sure that your CV and online presence are in excellent condition. Getting active on blogs/forums talking about your recent publications might not hurt. Applying for funding is an excellent idea. If you have a fellowship that is a huge draw for most labs even those that can afford to pay you. Current funding is the best prediction of future funding. Missing any level will hurt you and you will have to work even harder to get back on track.
If you follow all of the advice above and after a few years the prospect of the academic rat race is not growing on you, you will still be relatively well positioned to switch over to industry. If you know for sure that academia is not for you then I would probably adopt a slightly different strategy and focus most on acquiring the skills most sought by industry. At the moment general experience with genomics and especially informatics will be sufficient but who knows what the future holds.
Thank you all for your excellent advice. I will keep these in mind as I search for opportunities in my area. I am faced with a 'two-body' problem so moving somewhere else will be an issue. Unfortunately the top institutions/labs that I am interested in are not in the area. So it's a tough choice.