I started by asking my dr. (my Rheumy - who is awesome!) for a referral, but I didn't really want a psychiatrist, so I got a list of counselors that my Health Insurance covers and went from there, I looked at their websites (if they had one) and found one. I got lucky on the first try and found one I that I really like. I am also lucky that my Health Insurance covers 60 visits per calendar year, others don't cover even close to that.
If you can find out what they specialize in - some specialize in dealing with people that have health issues, along with weight issues, self-image, etc. I did alot of research.
Hope this helps!