Here's a short video with some useful tips from Angie's List. The van got more video time than I did... My biggest complaint about the video is its reference to ALOA. ALOA may be the largest organization of locksmiths, but in the view of many (including myself), it does not represent the small locksmith business or promote the industry in a way that we can support. I feel the profession is better served by the Society of Professional Locksmiths.
Here's some other information from the Federal Trade Commission to help you find a legitimate locksmith.