You should definitely go to a 'body piercing shop' rather than a doctor or a mall kiosk. They have 1000000x more experience doing piercings than anyone else.
I've been to Mystics Body Piercing in Crofton (
http://www.mysticpiercing.com, though i don't know what's on that webpage since I can't see it at work).. and I was pretty happy with them. The guy that pierced me was named Matt and while he looked pretty intense he was a really nice guy.
Incidentally, I recommend that you do a little research before you get pierced. A lot of piercers will give you incorrect instructions for how to take care of a fresh piercing. Since earlobes are very resilient, it's not usually a big deal, but it's better to help your body heal rather than impede it, no?
http://www.bmezine.com is generally accepted as the definitive piercing reference, though it has a lot of references to the other (less savory) piercings as well! You should definitely check out the FAQs on that site, though, they're really very informative.