Open up your favorite word processing program. Click "Format > Font" to scroll through its list of fonts. Browse through the list to find a font that's the same as -- or close to -- the one you're looking for.
Look online at sites like Fonts.com, Identifont.com or Linotype.com (see links in "Resources"). Answer questions about the specifics of font characters to narrow down the type of font you want.
Take a picture of the font type you saw (on a billboard or flyer) and take it in to a font expert at a print shop or logo company. Even if they don't know the specific name of the font, they may be able to match it up with a font from their list.
Upload the font to a font identifier website. If you come across the font online, you can save the picture as a file, then upload the file to a font identifier. It uses a recognition software to match the file you've found with a list of fonts in their database.