To start with what's dear to my heart, there are Island Writer and Theory Train.
But if you don't write speculative fiction or live on Vancouver Island or the Gulf Islands, it can be difficult to find a market. There are just so many to go through, and so many corners of the internet where they could be hiding.
Writers' Market is a fantastic resource, but it's expensive, and only updates once a year, at which point you have to buy a new one. Which is fine, in most cases, but errors accumulate over time, like magazines going under or changing their address, so you want to buy a new one every few years at least.
Another option for finding markets is Duotrope.com, which is an online catalog of magazines and anthologies and whether they are currently accepting submissions. It's searchable, and usually current to within a day or two.