I've been taking magnesium supplements for a while on the advice of my doc. Of course, I can't remember what symptoms I was having that caused her to recommend that I take them.
Here's a link to some info on magnesium from the US National Institutes of Health. It does include a list of the amount of magnesium in certain foods. I'm assuming it's a decent place to start...
http://ods.od.nih.gov/factsheets/magnesium.asp
My real starting point was this page, courtesy of The Food and Nutrition Information Center, part of the U.S. Department of Agriculture (USDA):
http://www.nal.usda.gov/fnic/