Locating one that has a genealogy department can be done on line or in the phone book. Once you locate one, pay them a visit. This is also a great place to learn to use microfiche machines before you go to the courthouses. If there is not a librarian around to help, there is probably a friendly person in there that will be more than happy to help you get started or show you how something works. People in libraries are much kinder than what you will find in a courthouse. SO, for learning purposes , go in one of these departments first to learn how to operate the machines or to get your first look at microfilm or microfiche film and their associated machines.
There will be people that tell you that "their" way is the only way, or this is the right way and so on.... Find your own path!
Just a note of interest: If I had stayed on the "proven way" I would have never found whom I was looking for. So, Just because someone says this way is the right way, it does not always ring true. Always look for new ways of doing things.