Unless you're from a country with an extensive visa-free agreement for Schengen. In those cases you enter the country as a tourist, and then apply for a work permit (not visa) at a local government office. It is generally not possible to get a visa from the embassy if you're from a country where this is possible.
Correct, you need to have enough money to get by while the work permit is processed. If you get a job via remote interviews, and book the work permit appointment in advance of coming, you can turn it around pretty fast though - I had my work permit appointment the week I arrived, and then went straight to work.