My usual advice is to start with prayer. The Holy Spirit is the ultimate spiritual director and it’s good to pray to the Spirit to help you find a director.
Check with your parish. Even if the priest(s) in your parish isn’t available himself, either due to lack of time, lack of interest, or lack of training, he may know of someone who is available to direct you. If that doesn’t work, check with monasteries, convents, retreat centers, and the like. Again, they may know of resources even if they don’t offer direction themselves. Jesuits have a strong reputation for spiritual direction, so it would be worth checking with them if there are any in your area.
Be open to whoever the Spirit may put into your life. Your director may not be in your immediate area, so be willing to travel a bit if needed. Your director may be male or female, cleric, religious, or lay.
Spiritual Directors International has an online directory of spiritual directors. I don’t recommend it, even as someone who has been listed in it. They have no requirements for being listed – everyone who joins the organization is eligible for the directory. Religious affiliations are self-selected, so someone may describe him or herself as Catholic even without being in good standing with the Church. Selecting a director from their guide is akin to selecting a doctor based on Yellow Pages listings.