Do not buy a dog from the mall pet store, or any pet store. Those dogs are almost always bred in a puppy mill (think: dogs locked in cages, and forced to mass-produce puppies) and often have very serious health problems that are not always immediately apparent.
You have 2 basic choices:
* Go to a (reputable) breeder and interview them. A good breeder may not have puppies available, but you would sign up for one from the next litter and pay a deposit. Interview the breeder(s) as though you were planning to leave your child with them, and know that the breeder should do the same (ie, they should be interviewing you to make sure you can provide a safe & loving home for the puppy, and have enough knowledge and income to do so). Ask for recommendations from other people who have bought puppies from them.
* Adopt a dog. If you are new to dogs, then go with a smaller rescue, where they can provide you with the education you need to have in order to integrate a dog into your family, and help through some of the behaviour issues that all puppies go through (potty training/house breaking, chewing, digging, barking, jumping on people, nipping, etc). They should be willing to take you under their wing and provide you with guidance. Ask about temperament testing and finding a dog that matches your lifestyle/personality. Again, ask for recommendations from adopters.
Educate yourself about basic dog care (what the costs are, how dogs think (because they are really not 4-footed humans in furry suits, even if we love them & they are cute), behaviour, etc. Educate yourself about the different breeds and their suitability for different situations. For example, if you are a family that lives in an apartment with little time to walk/exercise the dog, you don't want a Border Collie. Great breed of dog, but super high energy and very smart, so if you don't give them an outlet for them energy (a "job" so to speak), they will make up a job on their own, and it will be probably be something destructive that you won't like!