There are some centres that now offer lessons, so your best bet is to start there!! Look around locally, check out the tack shop notice boards etc. Lots of info on the internet, and there are books and dvd's around too. I went and had a lesson as I'd never done it before and thoroughly enjoyed it!!!!
as per other posts, plus Western Equestrian Society, and AQHA.UK . Depending on where you are, there are some very good western centres, breeders, show venues and lots of shows and clinics throughout the year. Also a new western magazine called 'Western Horse' that is now available in Smiths.