Ask around. Every contractor that we've ever liked has been recommended by friends/family/neighbors. The licensing thing is definitely important too.

Also, I wouldn't necessarily write off Lowes or Home Depot. Find out who's actually doing the installation, and go from there... Lowes qualifies installers and contracts with them on your behalf, and they have much more leverage with a contractor than an individual homeowner often does. I don't know how Home Depot does it.

We did a front door project through Lowes, and were happy with the outcome.