The first step would be pre-approved. Banks want to see a letter of pre-approval before your offer would be accepted. However, you'd want to be sure that the pre-approval covered you for the time frame you want to move. (If you're not ready to move until 2010, you wouldn't want to get pre-approved today.)
Most banks won't work with you without an agent representing you and it only makes sense to have one (the banks have one representing them and your agent's commission is typically paid for by the seller).
After you have things lined up there, you'd want to begin looking at properties and building a list of ones you like. Foreclosures can go quickly if priced well below value, so being ready to act fast if necessary is important as well.
Since you're looking to move here, you may want to speak with a local lender to make it easier for you when you get here and begin the process of buying.
Good sites to look at foreclosed homes would be your agent's site (as long as they have IDX access to the MLS and aren't just reframing a site like Trulia or realtor.com - this isn't terribly common, but I have seen it at times) and http://www.firstpreston.com
which shows local foreclosures. Either of the would be great starting points to get an idea of what is available in San Antonio.
Of course, being from Illinois, you might not be too accustomed to our prices here in San Antonio. We're not a over priced market like many in the country. When I moved here from Philadelphia I couldn't believe what my money would buy me here.
Hope that helps!
Matt Stigliano, RealtorÂ®
"Your all access pass to San Antonio real estate."