Most coaches that offer real value are not cheap! You'll find many of the more affordable ones don't have much real experience to pull from.

I found mine by asking for recommendations around the blogosphere, and being specific on what I was looking for. For example, I didn't want a coach who helps people launch businesses, since I already had my own business -- I wanted a coach who was experienced in helping small businesses scale. Being specific about what I wanted helped me narrow the field.

(I ended up with Charlie Gilkey of http://productiveflourishing.com. He's awesome.)