Find local, independently owned record stores in the closest city to you by talking to other local bands or searching the Internet, using terms like "independent record store" and the city name. You may know of at least one record store just from shopping there yourself.
Visit the store with one copy of your CD. Listen to the music playing. Take a look at the top selling records for that week. If the store is playing music similar to yours, the top selling albums are in similar genres and the store has a "local" section, the store is a good fit.
Ask a sales clerk when the owner or manager is available to speak briefly about selling your record. Arrange a time to meet. Leave one copy with the clerk to give to the owner.
Gather around 20 copies of your band's CD and meet the owner at the store. Arrive at the time you set with the sales clerk. Introduce yourself and shake the owner's hand. Tell him about your band, how long you've been playing locally and what genre of music you play.
Ask the owner if you can sell your CDs on consignment, which is the most common method. If he is receptive, he may have you sign a consignment agreement. If your CDs sell under consignment, the store gets a percentage of the profits and you get the remainder in an allotted time, usually 90 days. If your CDS do not sell, your CDs are returned to you.