Here in Tulsa it's been a several years-long process, and I'm still collecting. But when I'm headed out to somewhere new, I run searches via Google and Technorati.com; I read the alternative newsweeklies (Tulsa's version of that is Urban Tulsa Weekly) when available, since they tend not to be afraid to highlight local bloggers like some of the mainstream media is (it's how I found out about the blog all about the bustling beer scene in St. Louis); and, if all else fails, I start asking random folks I bump into while shopping, dining, etc. But I usually don't have to go that far - if there's a local blog worth reading, word gets out pretty quickly.