This handout outlines the strategy approved by the Patent and Trademark Resource Center, a program of the United States Patent and Trademark Office.
If you don't need to find every last thing, but are interested in getting started on a patent search, consider using <gasp> Google Patents to help find relevant patents. This worksheet lays it out for you.
This is an excellent presentation demonstrating the Full-Text database from the USPTO. It is highly recommended that you view this tutorial before you embark on your patent search.