Finding the right psychic for you is the first step. The best way to find a good psychic is to go through personal recommendation. If you know someone who has visited a psychic before, ask them for advice.
Another way of finding a good psychic would be to ask at your local Spiritualist church or new age shop. Answering ads in newspapers and magazines can be a bit hit and miss, likewise having online-readings. Speaking to a psychic through a phone line is probably the most dubious option, given that it is very hard to assess the quality of the reading you will get and many, but not all phone lines, are set up purely to make money and do not give genuine psychic advice. Phone lines and websites usually have a disclaimer saying that they are for entertainment only and should not be taken as any guarantee of psychic ability.
Is there a particular area you are interested in or do you have a particular problem you wish to address? If looking for proof of life after death, you need to speak to psychic mediums. These usually operate through Spiritualist churches but also advertise their services on the Web and elsewhere. Other types of readings are:
There are also different ways of doing a reading. Some psychics work with spirit guides to advise you, others go into a trance, others can read tea leaves, runes or tarot cards. Find the method you feel most comfortable with. Some people would find the idea of someone going into a trance rather uncomfortable but others would maybe need something tangible, like a crystal ball, to see that something otherworldly was going on.
The way to get the most out of the reading is turn up in a relaxed and open frame of mind. If you are anxious or bring other worries with you, that can affect the psychic's ability to tune into you. Bear in mind that you have free will. Be wary of anyone who tries to frighten you, or tell you what to do.