Somebody asked on Mi Yodeya: what are the first steps for someone considering sincere conversion to Judaism? I answered:
The conversion process is involved and long. You will go through the following steps, possibly more than once:
Investigation and exploration: beginning to figure out what is attracting you, what alternatives there are (e.g. does being a Noachide meet your needs?), and what the impact would be. You might begin to attend services at synagogues (possibly several synagogues while you figure out where you're most comfortable).
Meeting with one or more rabbis, ending with you finding the one who will be your rabbi. They will ask you questions; you should ask questions too. You are looking for a good match, not the objectively-best rabbi (as if there were such a thing).
Formal study and beginning to observe mitzvot, under the guidance of your rabbi. Formal study should definitely include one-on-one study with your rabbi. It is not unusual for it to also include a course to teach the basics in a group setting. From what I've seen nobody's making money off those courses; often you just pay for the books. But you don't need one-on-one time with your rabbi to learn the basics of brachot, kashrut, Shabbat, the prayer service, and so on; a classroom is more efficient, saving the rabbinic time for the personal and advanced topics.
Addressing barriers to conversion as you are ready. This could include everything from family relations (how you will deal with evangelical parents, for instance) to altering your work arrangements (do you work on Saturdays?) to replacing kitchenware to, possibly, moving. That's just a sample, not meant to intimidate but just to inform.
When you and your rabbi agree that you're ready, going before the beit din (court) for acceptance, going to the mikvah, and (for men) handling circumcision or its replacement.
You should not be surprised if the whole process takes a few years. Rabbis absolutely want to welcome converts but must do their best to make sure it'll "stick"; the cost of someone not converting is not nearly as great as the cost of somebody converting and later changing his mind. The first is a lost (or delayed) opportunity; the second creates a sinning Jew.
Some books you might find helpful to read earlier rather than later in the process are: Read more…