First, I recommend that you prepare a document that fully describes the invention – how to make it, how it works, and why you think it is valuable. This document should include drawings of what you have invented and a written portion that explains what is shown in the drawings.
With these materials (drawings and written description), you can then go in two different directions. First, you can file those materials yourself with the U.S. Patent Office as a provisional patent application. Along with what you’ve prepared, send a check for the filing fee made payable to the U.S. Patent Office (current fee is $110) and a cover sheet (a copy is found at http://www.uspto.gov/forms/sb0016_fill.pdf).
Send it by Express Mail, keep the originals and send good copies, and look for an office filing receipt in the mail in about 30 – 45 days. The patent office mailing address for a new patent application is Commissioner for Patents, P.O. Box 1450, Alexandria, VA 22313-1450. Don’t worry about requiring a signature.
Alternatively, you can give what you prepared to a patent attorney and have her/him prepare and file a provisional patent application. If you try to do a very thorough job on describing your invention, you don’t need a patent attorney.
After the provisional is filed, you have one year before the next required step – filing a non-provisional patent application. You will need a patent attorney to prepare this version of the application.
Before that year is up you have the chance to do two very important things. First, you should find out how/if your invention is really new. There have been 8 million patents that have issued and probably 1000X that many articles/publications/academic papers/etc. Your invention must be new over all of them. Don’t worry, most inventions add something new, the trick is finding out what the new aspect is and how your patent “claims” it. You can try to do this searching yourself; the Patent Office website and other websites offer free patent search tools. You can hire a non-attorney search specialist; look for them on the web. You can also hire a patent attorney; if you hire a patent attorney she/he should provide you with a proposed patent claim if she/he thinks your invention is patentable.
The second thing you should do after filing a provisional application is look for funding. Getting a patent with a good patent attorney will likely cost you $10,000 - $20,000. You can put together a business plan and see if a bank might loan you money to start a business based on your patent. Many cities now have “business incubators” that might support you and help you find investors. Keep in mind, getting the business going will be a lot more work than coming up with the idea in the first place.