Start with the easiest place to look: your local telephone book or directory assistance. Make sure the name corresponds with the address or telephone number you have available. Confirm that this is the correct phone number by dialing the number to verify the person does indeed live there.
If the person is not listed in the telephone book you can try to look them up in one of the many online directories such as whowhere.com or bigfoot.com. Be sure to try several of the online directories because they often will contain different information and some may be more up-to-date than others. You can also visit your local library as they often have a book called the Haynes Directory that is basically a print version of the online directories.
If you don't mind spending a little money you can hire a professional to check this information for you or you can buy one of the many software programs, such as Net Detective, to help out.