Should you follow up on a job application?

I`ve been trying to find a job and I`ve been going in leaving resumes with the managers,calling some places to follow up.I`m always nicely dressed(button ups,slacks,sweater vest) even though its extremely hot(Florida) ,and I always make sure to go at down times between 2 and 4 pm and not to harass them by going overkill like calling/coming in multiple times a week . Is doing this counter productive?I almost feel like im nagging them for the job but at the same time i feel like doing this may help my application not get lost in the abyss