You should probably make a list, mentally or in a notebook, either way, because you need to consider a few things. How far away from your job do you want to be? If you have school age children, what school district would you prefer? Do you want to be far away from town or do you want a short drive to the grocery store? Do you want a neighborhood lot or some room to roam, or something in between?
After you have answered some of these questions you can get on the internet and start looking, or you can drive around the area you want to live in and see if there is any vacant land. (We call this a "Sunday Drive")
We were looking for a lot to build a home for my oldest daughter in 2007. We drove around neighborhoods in the area we liked and found a vacant lot. We looked up the owner and contacted them to see if they would be interested in selling....and they were!
Also, tell other people you are looking for a place to build, they may know someone who has some land and might be interested is selling.
If you don't have much time to look for land, you can always contact a realtor to search for you! If you decide to go that route I know a great realtor that I would recommend!