I started doing obedience with my first GSD. Just basic obedience with someone recommended by his breeder.
When I got my second GSD, a rescue with fear aggression issues, I worked with several people to try to help her.
After we had to have her euthanized, I went back to looking for a puppy. Once we were on the waiting list, I started looking farther into the local AKC club. I found out that two of the members lived less than 5 minutes from my house.
I joined the club a couple weeks after Singe came home. We've done so many activities with the North Arkansas Kennel Club in the last 3 1/2 years that I can't keep track.
Meet the breed events at Turkey Trot and the Baxter County Fair.
Stewarding at conformation, obedience, rally and agility trials.
Seminars and training.
Singe is now SBD Posejpal's Brsingr BN RE CGC
He's tried agility JWW but got distracted and spent a few minutes saying hi to the judge and looking over the gate to see what was going on in the next ring before he finished his run.
In UKC, he has earned his RO1.
I'd recommend checking to see if there is an AKC or UKC club in your area. Becoming a member will give you the chance to check out all the activities and see what looks most interesting to you. Stewarding and volunteering can also be a great way to learn and meet people involved in the sport you are considering.