I agree! If your friends don't know of any openings, Craigslist might be your best bet. I recommend setting up multiple viewings (at least 4) in the same day. That way, as you walk or travel from place to place you not only get a vibe of the neighborhood, but you might run across other for rent signs. If you have the time, I suggest you stay the night in the neighborhood you're considering to make sure it's not too loud/busy,etc. At least check a crime map!
Sometimes there are city-specific rental sites. If you're in San Francisco, this might help: http://rentsfnow.com