Actually, statistical methods work pretty well. A pollster will select a sample of 500, 1000, or 3000.
The BLS sample is 60,000, spread out across all census districts by population.
Their methodology is designed to ask very specific questions about activity without allowing respondents to self-classify.
You can read the whole thing at: http://www.bls.gov/cps/cps_htgm.htm
Here is their explanation of what it takes to be considered unemployed:
“Who is counted as unemployed?
Persons are classified as unemployed if they do not have a job, have actively looked for work in the prior 4 weeks, and are currently available for work. Actively looking for work may consist of any of the following activities:
Contacting:
An employer directly or having a job interview
A public or private employment agency
Friends or relatives
A school or university employment center
Sending out resumes or filling out applications
Placing or answering advertisements
Checking union or professional registers
Some other means of active job search
Passive methods of job search do not have the potential to result in a job offer and therefore do not qualify as active job search methods. Examples of passive methods include attending a job training program or course, or merely reading about job openings that are posted in newspapers or on the Internet.