first I contact my insurance to find out what therapy agencys are in my area that is on their approved coverage list. then I set intake-consultation appointment with an gaency and take with me a paper that I have previously filled out that has -

Why I feel that I need to be in therapy
What my problems are
Some ideas for how to solve those problems with a therapist
what I want from a therapist
Male or female therapist
any questions that I want to ask such as -

cost
agency protocal for suicidal behavior
agency protocal for self injury behaviors
emergency numbers

then I go to the intake and get assigned a therapist.

I keep a running journal about my serssions and questions and so on for a month and then when the month is over I look back on my journals and decide if I want to continue with that therapist or continue looking.

If I continue looking I cancel my next appointment and let the therapist know I will no longer be scheduling appointments with them as I am looking into my other options. or I meet with my present therapist and let them know what my problems are that is the reason why I am going to change therapists so that they are not left hanging in the dark, then I say goodbye and move on to the next therapist.

I also use the book the courage to heal which has a chapter on choosing a new therapist that has questions and so on for looking for a new therapist.