There is a limited patent search feature at the USPTO website http://www.uspto.gov/main/patents.htm
Unless you are experienced, don't try to file a patent application yourself. Find a patent lawyer. (as in a real law firm, NOT one of those "invention services" companies you see on TV - those are scams).
Ask people you know about law firms in your area. Try calling a few firms and see if they have a patent practice, or could recommend another firm that does.
I have been quoted costs of anywhere from $5,000 to $20,000 for a firm to prepare and file a patent application. Fortunately yours would probably be at the low end, since it is a simple device (as opposed to a pharamaceutical or something).
Keep in mind it can take 1-3 years for a patent to be granted. During that time, you may sell your product and mark it "patent pending", but you don't have any power to sue infringers.
You may want to look into alternative forms of protection, like a trademark. (e.g. "ZOG's Shooting Accessory (TM)")
I am not a lawyer so this isn't legal advice =). I am currently going through the patent process for my own company.
EDIT: about the patent search - believe it or not, it is standard practice NOT to do a patent search before filing an application. The reason is that the patent office will do a search anyway, and if there is prior art you will be notified and given a chance to respond. So why pay for a patent search when the government will do one for free anyway?