I'd call your insurance company or go on their website and find a list of pdocs and therapists that take your insurance. (This is if you live in the US). Then you have a list to start from. Maybe do some online searches to see if you can find anything out.

I've really liked having a therapist and shrink under the same practice, that way it's only one staff I'm dealing with and they can talk to each other if necessary.

When you get ready to call to ask if the doctor is accepting new patients/make an appointment you might want to roll play it a little bit. Even if you just do this yourself - imagine you are making the phone call and practice what you are going to say. I do this a lot and it really helps.

Definitly make a list of your symptoms and what you want out of therapy/meds (even if you aren't sure of specifics) and if necessary just hand it to the doctor.

If you can stand to you can even say to the staff and doctor, "I'm really nervous/scared, it's hard for me to ask for help".

The other thing I'd say is they'll probably want a medical history and maybe any info about family members who might have had mental illnesses so be prepared for that.