My wife and I have also talked about it. From what little research I've done so far, the big question is what are you willing to pay? If you are willing to pay for it, private agencies will find a pregnant girl and arrange everything, with you basically paying for her medical care and whatever else she can legally milk you for. The other option is to go through the state, then you don't pay, but you have to deal with government bureaucracy.
Just google adoption, you'll get buried in information. My wife is half Dominican, if we adopt it will probably be from there.