Once you have or before you get your passport, If you haven't already done so, go to this web page

It gives you a list of all countries and what the entry requirements are (whether you need a visa, etc.) and web addresses for the appropriate embassy/consulate.

Visa brokers will charge you an arm and leg for doing little more than what you would normally do anyway - fill it an application, submit, pay fee. I have a lot personal experience with this so feel free to PM if you want some personal insight.

The most important step (which you are already doing) is starting early!