Links from other niche-content websites, usually forums. Google to start the hunt.
Here's how I found the HP fandom: I was browsing Salon TableTalk at work because I had nothing to do. Stumbled upon the Books section, then Harry Potter. Found that somebody had posted a some fanfiction they'd written (which at the time I thought was the leaked Book 4, because I had no idea what fanfiction was) along with a link to FanFiction.net. Started reading FanFiction.net. A few months later, found a review on FF.net that asked where all the good Harry Potter fanfiction had gone, and a reply that said "A lot of folks have migrated to SugarQuill or FictionAlley." That's how I ended up at FictionAlley.
I have a similar strategy with music, where I also have very niche tastes. Heard a Transsiberian Orchestra song on the radio that I absolutely had to find. Found it on a ratio FTP site, where it was filed in with a bunch of Savatage songs. Googled Savatage, found out they had the same producer and most of the same musicians. Checked out the official Savatage fan site, its forum has a section for "other bands", kept hearing repeated mentions of Dream Theater. Downloaded a couple of their songs, bought a couple of their albums. Checked out their fansite. There were mentions of a couple upcoming rock operas - Avantasia and Nikolo Kotzev's Nostradamus - that I ended up buying. My screen name actually came from this period of my life: I was looking for a fandom pen name that I could be reasonably sure would not be in use at any site I registered at, and had just bought the Nostradamus rock opera.