Adding a tad more detail to the "it varies" answer - know the business, know the culture - demonstrating these things is much more important than resume/face to face exposure.
I hire in two roles - engineering/IT & performing arts.
Here's a comparison -
IT/Engineering:
I'm super busy and my own context switch time is critical. I don't want to or have time to hear from individual candidates until they are screened by my HR. Keeping the business needs going is my job, screening candidate's is HR's job - they and I have had a meeting on my needs and I trust them.
Worse, I work in security - a paranoid field to say the least. If you showed up on my doorstep (past the armed guards, metal detectors and man trap) I might be slightly impressed at your Ninja Skills, but mostly I'd be freaked out. I'd also have serious concerns about your respect for procedure, which is a critial part of the needs of my team. And I'd be worried that you don't understand that my particular focus is about building great walls, not climbing over them with impressive skill.
Performing Arts:
Much the opposite. Perhaps because our culture revolves around seeing and being seen, the environment is much more open. It's a strike against the candidate if they haven't seen our group perform -- because why do they want to join an artistic endeavor that they haven't even seen? Several of my favorite candidates have sheepishly admitted to "stalking" us politely for years. You have to love your work in this industry to be able to do well as a performer. I wouldn't be suprised to hear that any public facing role was somewhat similar.
More to the point - feel free to engage with me at a show, class or other public event. But there's good ways and bad ways. Particularly in the performing arts, a good performer makes the performance look effortless. So there is a fine line between "interested, engaged, confident and enthusastic", and the incorrect impression that you can do this job with 0 years of experience better than a practiced performer with 5+ years of experience. A big part of the culture is dedication to improvement. As a manager in this world, I have to trust that people will take their own needs to improve seriously, and that people will be willing and open to receiving critique and working on improvement.
Always the "I'm really interested, your work is so cool" is a winner. Hard to disagree with that one. :)
And even within the more closed tech world - if you happen to see me at a networking event (conference, BOAF session, meet n greet, etc) - and find out that I do something you want a peice of - then absolutely let me know.... that's an appropriate time, because I've intentionally set aside this space for meeting new people and finding out about new opportunities (getting a great person on the team is absolutely an opportunity - for both myself and the candidate!). Just be aware and open to me asking you to follow a normal procedure.