The best way, as with so many things, is by word of mouth. Talk to other parents of young children who live nearby; they will usually be happy to give advice. If it's in an area where you haven't moved yet, getting local opinions is still the best, so it would be a good idea to post some questions on mumsnet and try to get in touch with some people who use nurseries in the area where you're going.
You can then contact your local Children's information service and ask for a list. The best ones may well be full, so you need to do this in advance.
But in the end you have to visit the nursery yourself. You need to see how clean and well run the place is, and most importantly, if the staff seem kind and the children are mostly happy. You can find a useful checklist of things to look for in a nursery here.