We have come to the first step that involves purchasing something. There are many places that you can buy a domain name from. You may want to purchase your domain name from the same place that you host your site from, as they usually have some bundled deals. This may make things easier for you, but may cost a little bit more money. Since this is your first site, one of my goals is to limit your costs for hosting to around $5 a month. If we can get a domain name for under $10, that should limit your domain and hosting costs to $70 a month.
When you register for a domain name, you normally are paying for one year. Domain names can cost anywhere from 60 cents to 15 dollars depending on where you purchase them.
These are places that I have registered domain names at that I would recommend:
Namecheap.com
Aplus.net
GoDaddy.com
If you search for cheap domain names you will probably find registerfly.com. They are cheap, but I did not like their interface, have slow customer service, and found that there were more problems then any of the other places I have used. The learning curve seemed steeper there then at any other place. I still use them from time to time when buying a large amount of domains at one time. For your first site, I would not advise using them.
Before we start looking, take a look at all of your content that you have created already. Look at your titles, your topic, and see if anything jumps at you in terms of naming your site. Write down at least a few keywords that you can search for.
To show you an example of registering a domain name, I am going to choose Namecheap.com. I will create a domain name for my example site and show you the process. Most domain registration sites will have a very similar process, but it would be impossible to show all the different sites.
Step 1 - Go to namecheap.com
Step 2 - Around the top of the screen there is a field to type in a domain name and some check boxes that allow you to choose your extension. I am only concerned with the .com check box at this time. Type in a possible name for your domain, leave the check mark alone, and click "search"

I have chosen to see if "spywareinfo.com" is taken.
2. The next screen will give you the results of your search and hopefully you are done searching. Do not get discouraged if yours is taken, as this is quite common.

As you can see above, the domain I wanted was taken. You can continue the same process by entering in domain names and clicking on "search" from this screen, or you can use namecheap's "search by keywords" options.
3. If you choose to "search by keywords", you will see a screen that has some fields to type in multiple keywords. Try a few different words and see what you can find. Notice that there is a check box that says "include hyphens in the results". If you have been reading you know my thoughts about hyphens, so I suggest you leave this unchecked. I searched for spyware and info as my keywords.

4. spywareinfoworld.com shows as being available. This is not too bad, especially being my first search. Three words, easily spelled, has some direct correlation with my site.
Notice that all the other selections are NOT .com names. Before you purchase, double make sure you have a .com. Look for misspellings. Make sure you have the name you want.
At some point, I may come back to this domain, but I am going to keep looking. Use the domain name search or the keyword search until you find something that you want.
5. I have found a domain name that I like, spywaredave.com, that is available. Mark the checkbox next to the domain name that you want and click "add to cart".

6. You will have to fill in a form to create your account before you can purchase your domain. Fill in the information, and then click on "Create Account"
7. You will see your account screen. Namecheap has a few different ways to pay for your domains. If you are a PayPal or Google Checkouts user, you can pre-fund your account from this account screen. If you want to pay by credit card, click on the "click here to checkout".

8. You will be asked to fill in some various contact information for 4 different contact positions. This information is put into the WHOIS database. What is the WHOIS database and why is it around? This question is for another day. Just know that it is OK to put your contact information in all locations.
You may have also noticed at namecheap.com and other registers that there is an option (sometimes free) to mask your WHOIS information or make it private. This is so no solicitors can access this information and add you to mailing lists, send you junk mail, etc. If you want some more info on this, let me know.
9. After you enter this information, you will come to the payment screen. If you have pre-funded your account, choose that option, if not, choose the credit card option.
10. You will recieve a summary of the transaction, and see that it says wait 24 hours before it becomes active. This is ok because we have more things to do before then.
You are done registering your domain. It is yours. There are a few more settings we have to change at a later date, but we are not there yet.
I did infact purchase spywaredave.com. This is where I am going to build my site following along with this guide.