Here are some choices:
The easiest way is to use TurboTax (if you are allowed to file a 1040) to create the return, then take it to a Taxpayer Assistance Center with a W-7. The W-7 applies for the ITIN, which is normally filed with your 1040.
If you can show a person your documentation (passport, etc.) then you avoid having to mail your documents and not having them for some weeks or months.
This can also be done by visiting a CAA (Certifying Acceptance Agent) who can "witness" your documents. Note that some CAAs may want to do your tax return as well as accept your W-7 - you will have to ask. Yes, some H&R Block locations have a CAA, but you have to call and ask.
Please also see these links for more information:
Please see this TurboTax page on the W-7.
Also, please see How do I file with a W-7?
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