This website has some really good advise for artists on how to apply for grants.

By the way, there's no better resource in the world for connecting artists and grants than the Foundation Center, which happens to have a local office here in Washington, DC.

They also offer a CD ROM (for $75) titled Guide to Greater Washington D.C. Grantmakers that features profiles of over 2,500 grantmakers located in the DC region and funders in 40 different states that have an interest in funding DC-area projects.