I've used insurance lists (tough with that I called about 30 names and only 1 got back to me at the time), I've tried Web searches, and done the referral sites. When I lived up north, I also used referrals from friends and coworkers. Down here I've been limited to community resources, so I've done searches for sliding scale or free therapy. I've also searched for specific specialties (trauma, sexual assault, eating disorders, etc).
I can't settle on a preferred experience level. I think at the moment I'm leaning towards more experience. If I get the sense that they are burnt-out or very rigid in their treatment ideas, I will look elsewhere. I don't have much choice lately though. The only therapists available at the community clinics are interns or fresh out of school. They have their merits, but I think I would prefer someone with more experience...
also, I second the idea that the relationship (or lack thereof in stopdog's case) is a huge determining factor. Trust that the t will respect your way of working goes a long way in making therapy work.