Zagat Guides are a convenient way to locate a new restaurant, especially if you will be dining in an unfamiliar part of town or unfamiliar city. They retail for anywhere from $5.95 to $25.95 depending on the city and the edition.
However, you can get them for free if you help write them! The guides are a composite of real diners' opinions. If you go to Zagat's website, you can register and rank any restaurant you've eaten at in any city. Then, when the new edition is published (this occurs yearly), you'll get a free copy of that guide in the mail!
I recommend ranking restaurants for your city, the America's Top Restaurants book (where you can again rate restaurants from your city), and any cities you visit frequently. This year, I'll be getting three guides. I'm especially excited about America's Top Restaurants because it will save me a lot of time wading through Citysearch when I'm traveling.