TheAntar,
My first agent bite came from a writer's conference I attended. If you have a chance to attend one that has agent one-on-one meetings, it's well worth it. It gets you past the gatekeeper and on to the request for partial or full much easier.
Jeff Herman's Guide to Literary Agents, etc. has been a great resource. I like it better than Writer's Market because it gets into the head of agents. On the other hand, the nice thing about Writer's Market is you find out who publishes who and why. You can then google about that author and hopefully find out who their agent is, and google that agent accordingly.
Some of my leads, I have found in neither book, but by following the goals and accomplishments thread on AW. When someone gets an agent and their book is similar to mine, I put that agent on my query list. Thank goodness for the internet and agent websites!
Here's another tip: Do some market research. Go to the bookstore and see what is being published. Which shelf do you think your book would belong to? In your queries, you can then add the line: "Readers of such-and-such book would enjoy my novel." It gives the agent a quick reference as to your book's potential audience. (This was a tip I got given by the first agent I queried.)
Final suggestions: Finish your edits to the best of your ability. Have other people read your work for last feedback. Make a list of potential agents that seem like a good match for your work.
Then: Take a deep breath and send it out!
Break it down into little steps and it won't seem so intimidating. I'm still trying to figure out the process myself, but I hope that little bit helps.Good luck!