Some people get stressed out over job interviews. Not me - I think job interviews are great. I get to get dressed up and go talk to something interesting at a place that I might get to work. Plus, if I've got an interview it means that I've already made it past what I consider the worst part of the job search process: The waiting. That interminable period of hell between the time you submit your application and the time you get either a call for an interview or a rejection letter.
The first part of the waiting isn't too bad. First comes to the time until the end of the application period and about the first week after that. This is when you know it's unreasonable to expect to hear anything. That doesn't mean you don't hope to hear something, but you know not to expect it.
After this, depending on what size organization you're applying to, you will fall into one of two sublevels of hell.
If you're applying to a large organization, you'll fall into the Black Pit of Ignorance. You (hopefully) know that your application has been received, but beyond that you know nothing. You don't even know if an actual person ever looked at your application, thanks to the spreading usage of language processing software to pre-reject applications before they even get to HR personnel. (An inexact science, at best. Trust me on this - I've helped write language processing software before. Your best bet? Cut and past so that your application uses the exact same wording they used in their ad.) Or, your application could have been rejected by HR, without ever being seen by anyone in the department you'd be working in. Hopefully you'll be released from this level with a call for an interview. Barring that, your next best result is a rejection letter - at least you know not to expect anything else from them. Unfortunately, given the large number of applications that any open position generates nowadays, your more likely negative response is an enduring silence.
On the other hand, if you're applied to a small organization, you'll likely fall into the Chasm of Informed Helplessness. By looking at the patient's website you can see whether or not the position has been filled. By following the company's Twitter, Facebook, and/or blog (a necessity in order to be prepared for the interview) you can often see how the work you're applying to do isn't being done, if the person who had previously held the position you're applying for has already left. You can see exciting opportunities to make things happen in your hoped-for position coming and going. But despite all this knowledge, there's really nothing you can do. You might want to email or call the person who's doing the hiring, but even this should be done judiciously lest you cross that ill-defined line between showing interest and initiative and being a nuisance.
But, unless someone radically changes the terms of hiring, this is the way it is. And as long as the number of applications is completely out of proportion to the quality of job being offered, it's always going to take longer than anyone on either side of the desk would want it to. But it's still frustrating, and there ought to be a better way.