Despite conventional wisdom, you do not want to start your job search with a major resume effort. To do this puts the cart before the horse. A resume is really a kind of ad or brochure. Before developing an ad campaign, an advertising agency carefully targets its market and defines its customers' needs and priorities. Only after identifying these factors, does the copywriter describe features and benefits most useful to the targeted market. In your case, you are the product. You bear the responsibility of selling your most important experiences and attributes to potential employers on a person-to-person basis. If you write your resume before you have found out what they need, you are missing an opportunity to present your best case.

My first six years in the business were hopeless. There are a lot of times when you sit and you say "Why am I doing this? I'll never make it. It's just not going to happen. I should go out and get a real job, and try to survive."
George Lucas

Replying to all resumes would be the polite thing to do, but often it simply isn't practical. If a company receives 200 responses for an ad, or experiences a continual deluge of unsolicited resumes, it would spend an inordinate amount of time sending acknowledgments. If you really want a receipt for your resume, send a stamped, self-addressed postcard asking for one. If you make it easy, the human resources department will comply.