The first step is to look in your local yellow pages.
The next step is to check online for boxing gyms. A simple Google or Yahoo search with keywords boxing gyms and your city will suffice.
Now contact your local police department and ask about their police recreation department or police athletic league. Many police departments have these. They may have a local low cost boxing gym for you to join.
The next thing to do is to go to the boxing gyms to see if their philosophy matches yours. If you want to become the next Muhammad Ali then you should look for a gym that caters to amateur and professional boxers. Research the gym’s trainers to see if they have worked with fighters in the amateur and pro ranks. If all you want is to learn basic boxing and get a work out then you likely will avoid the gyms that cater to professional boxers. Those gyms likely will not give you the attention that you deserve. Instead look for a boxing gym that caters more to the workout crew. You may also consider traditional gyms and health clubs that have a few classes.
Now compare prices. Prices can vary greatly and in choosing a gym it is critical to look at the initiation fee, card fee, monthly fee, and trainer fees.
If you can not find a gym you like then look for a trainer. In general trainers are more important than a gym so you may skip the gym and get personal training lessons. For the average person who has never really boxed it can be frightening to try. There may be fear of getting seriously hurt. A good trainer will teach you in a manner that will not get you seriously injured or hurt. He or she will show you how to protect your joints (especially fingers) and will not let you in the ring or spar until you are ready.
Check with police activity leagues
Check out the gyms in town
Check out the trainers
Ask for references from the trainers