Check your local church, check with the familys on your street. We have our son in daycare and has been there since he was 5 months old and we have had a wonderful experience. Our son loves his "school" and friends, one little boy is the same age as my son and they have the typical love hate relationship that brothers do and it is awesome! I too was scared about leaving him in daycare, but it boils down to your gut feelings.( he is now 21 months old) I was fortunate that my maternity leave was 21 weeks ( 8 weeks c-sect, and 13 weeks non paid parental leave). I finished my degree while I was off and I had to find somone to watch him while I went to class. Well My brothers MIL watched him, and she over fed him the first day. She fed him 12 oz in less than 3 hrs at 2 months old. At the time he took in 3-4 oz every 3 hrs. I was horrified but when I put him in daycare, I was scared at first, but when they did the little things that we wanted and his first day home from day care he was all smiles and then I knew we made the right decision for us. I have found that he is doing things earlier than he would if I was home with him, simply because I do not know what they are really capable of and that is one of the benefits to daycare. I am not trying to swade you in any way about day care, just sharing my experience. I felt much more comfortable leaving him with them, than I did a "family" member. Whoever you have watching your little one, it comes from the gut on how well you feel that they will care for your precious one.
My coworker has a nanny and the price was the same for 3 days at home with both the kids/and a few days in daycare.
Check out your local listings in the paper, also the YMCA. These are all great places to try and get referrals.
Do you homework, and get referals from the person you are interviewing. And yes I think you can investigate this now. Even if you are just pricing the different options. Also a lot of nannies don't have an opening now, but might when you have your little one.
Good luck!