Here is some info about becoming a foster parent in your state:
Become a Foster Parent
They apparently have a foster family recruitment line in your state at 888-543-7414. I'd start there and they should be able to give you info about local agencies as well. The major foster care agencies in my area, like Lutheran Charities and Catholic Charities, offer regular info meetings for prospective foster parents. It's probably available in your area too. The meeting that I attended was very informative and I got a chance to get all my questions answered. I'd highly recommend going to one of these meetings, maybe even at two different agencies so you can compare them.
I don't know if it's better to go through an agency or the state but I would guess that you'd do better with an agency as they tend to be smaller and have more resources than the state since they can fundraise to get more income while a state agency has to stick to an ever shrinking budget.
Good luck!