I usually write down my previous occupation and if asked where I work, just say currently unemployed. I figure my occupation is the same but not the employer.

I ran into trouble in November at LHR because I listed "not yet known" where they ask where you are staying. I made the flight reservation the night before on a whim and figured I'd get a hotel when I arrived.

The combination of being unemployed and no place to stay seemed to convince the agent that I was there to look for work. I also got a fairly long lecture on how it doesn't make sense to travel somewhere without any plans. Of course in those situations the best course of action is just to listen and not say anything since I knew I wasn't doing anything wrong and would be let in.