Find a restaurant, bar, or club in your city that has live music. Drop in during the day and ask the manager if they have any openings, and give them a cd to check out. If they like what they hear, you're in!
You need to put together a press kit. Include a photo, a list of songs in your show, and and a three song demo, preferably with a ballad and an uptempo number. You might also reference other venues you've played at.