Lots of us get crank calls or find suspicious numbers on our caller id we don't recognize. The two primary types that you will find are traditional phone directories and reverse phone directories.
Perhaps the best reverse cell phone number lookup service I could find is included on this site at the top of this page, a company known as Reverse Phone Detective. Keep in mind that while they will give you the address, often apartment numbers may not be included in the listing, so if you will be sending something via snail mail to the person or business you are searching for, you'll want to make sure that you either know that they do not have an apartment or unit number, or that you have some other way of finding that out, such as by calling the phone number you find. All you will need is access to the internet, a phone number and you can start your search.
With the local directory you first had to look up the surname, then the first name and then you could find the address and the phone number. All you need to do is to enter the number you are searching for, the area code and 7 digit number and the service will run through its database and return you matched results. This is especially helpful if they have a map or directions.
Some harassment may come in your mail box and some on the phone, so it is nice to be prepared. For more information on reverse phone number searches, check around this site.