It's useful to start by asking people you respect for recommendations (the near universal approach is to request this information on behalf of "a friend"). If no one you talk to knows a good therapist, try calling the psychology or social-work programs at the nearest university—usually the administrators can recommend several good clinicians. Once you get a name, schedule a single session, not necessarily to bare your soul but to see if this particular therapist will be able to help you.
For example, I've found that what I like in a therapist is an anthropological, duality-based Jungian foundation, with a hint of behaviorism for practicality, overtones of oak, and a fine, dry finish. No, wait, that's what I like in a merlot. The truth is that you don't have to know one word of psychobabble to pick the right shrink. After your trial session, just answer two questions:
Do I feel that this person truly hears and sees me?
Is there any part of me that wants to go back for more sessions?
In this case, a single no is a deal-breaker. Don't waste time trying to work with someone who clearly doesn't understand you, or whom you have no wish to see again. If the therapist is a good fit for you, the comments he or she makes will give you a sense of validation and relief. Even though your problems won't be solved in one session, you'll feel relief that this person is capable of helping you bear your burdens. Keep looking until you feel the inner click that tells you the person across the room gets you. (This may not happen the way you expect. The therapist of a friend of mine asked her early on in their relationship why she was such a "crummy patient." The fact was that she had deliberately been a crummy patient at times, and when her counselor called her on it, she was pleased by the realization that he was too canny to be manipulated.)
If you begin to have serious doubts about any therapist at any time, pay attention. A few counselors lack both aptitude and training, and working with them makes about as much sense as going to a back-alley surgeon for a heart transplant. In case you need convincing, I've put together a list of Bad-Therapy Action Heroes, compiled from my own real-life experiences and those of a few friends. If you encounter a therapist who fits one or more of the following profiles, get out now.
Nap Time Shrink
I know two people—both fascinating women—whose brand-new therapists fell asleep during their first sessions. If this happens to you, put your rights as a client above pity or politeness. Gently awaken your therapist—or not—and say goodbye.
The French exclamation M'aidez! (rendered in English as "Mayday!") means "Help me!" Some therapists radiate Mayday energy, meaning that they seem more depressed and desperate than their clients. I have several friends who scheduled follow-up appointments with inept therapists just to keep from disappointing them. If you feel this way, take my advice: Go ahead and disappoint.