Call a few lenders and discuss over the phone. You will get a good idea of where you stand and what steps you might like to take.
When you decide that it's time to become a serious buyer and start looking for a home, that's when it's time to choose a lender and sit down with them with pay stubs, tax statements, etc and get pre-approved for a loan. Within a day or 2, you'll have a pre-approval letter and be ready to start looking for homes and making offers.
Like everything, there are good loan agents and bad. Some over promise and some are rock solid. To find good ones, ask your Realtor. Experienced Realtors know good lenders because they've worked with them from beginning to end of transactions and see who services their clients well and who falls short.