finding short sales

How do I find short sales or foreclosure homes in my area?
Everyone says to buy my first home as a short sale or foreclosure, but I am not sure how to find these properties. Do people really buy them or do they just go on market like regular homes?
It would help if I knew what state you were in. Or looking in. Please let me know and I can give you more detail.
Short Sale Funding – How To Find Lenders With No Title Seasoning So Your Deal Doesn’t Fall Apart