I almost got my first paying client! Unfortunately, it doesn't sound like our schedules will work (she wanted someone during the day, and I work full time), and I didn't get the sense that she was quite ready to make the commitment. I realize it might sound intimidating, so I decided to write down a few of my thoughts. Hopefully they will help someone who is on the fence, or who doesn't know what to look for.
Think about what your goals are. Not all PT programs are the same. Some focus more on corrective exercise, and some trainers have more experience and interest in different populations. There are specializations they can get, such as in senior fitness or postpartum exercise. Don't be afraid to ask.
Who is going to motivate you? I'm impressed by Jillian Michaels, but I couldn't have someone yell at me like she did on The Biggest Loser. Also, at this point in my life I would rather not work with a young bro or babe; I'd rather have someone older who might have had a few injuries or aches and pains along the way.
Where do you want to work out? There are trainers who work at gyms, at their own facilities, or who will come to your home. I once knew a lucky guy who had Harrison Ford as his client. He went to "Harry's" house to train him. You don't need a home gym though: trainers can bring equipment to you, or do body weight exercises. If you don't want anyone in your house, there are a lot of online trainers.
What type of workouts do you want to do? Do you gravitate toward gym machines or would you rather do interval circuits? Not sure what would work for you, want to mix it up, or have someone else decide? Don't be afraid to discuss it with your prospective trainer. Don't get stuck doing the same thing all the time: you will probably get bored and quit or slack off, and won't improve.
What do you want to pay? Rates range tremendously. I saw a website for online training where the trainers charged $600 a month for one email or one skype call. On the other end of the spectrum, you can join my friend's outdoor boot camps for $10 a session (you will be in a group, though).
Remember, a trainer works for you. He or she should be able to answer your questions, create and adapt a routine for you, and have a plan for you to progress. Also, don't be intimidated! All trainers were beginners at some point too.