(I tried to register a while back but my account was never approved. I hope that despite the size of this thread this will still reach people who might be helped by it.)
I applied to twelve programs at ten schools last year with what I felt was a strong record: a good GPA, highish GREs, strong letters, previous graduate courses, and a few co-authored papers in revision, submitted, or in preparation. I also had some work/research experience in a related field. That application cycle didn't go well.
I didn't get into a single PhD program.
I nearly began an expensive, unfunded master's program, thinking it would make the difference in subsequent PhD applications, but circumstances intervened and it wasn't possible. Instead of starting the master's program, I waited a year and tried again. I applied to more schools than last year, as well as to a wider range of schools in terms of both rankings and areas of emphasis. I felt I had tried to tailor my applications to each program last year, but this year I really agonized over each one, despite applying to so many more this time; that's my answer to the earlier application quality/quantity debate here. At their suggestion, I talked more with letter writers about how my materials and their letters should be framed so we would all be on the same page. Theory had been a big part of my statements last year, which I thought my record would support; but this year I dialed it back and focused on interests that aren't necessarily trendy but also aren't as marginalized.
This time I've gotten into several programs, including a couple that rejected me last year. Don't give up, guys. It's an expensive, difficult, isolating process, and waiting a year can be a huge blow emotionally (it was for me), but fashions, committees, and applicants' interests change from year to year. I stayed involved with research to stay sane and to buffer the urge to throw in the towel, and I tried to present my year off as a strength because I had time to really weigh whether this is what I want to do. I don't know which of these changes helped, or if this year is just different, but things are going better the second time around.