The TAT.ASICMINER shares are a good place to start and cheap enough for pretty much anyone to get into, the prices are fairly solid and the dividends are pretty good.  A few days of gpu mining in a pool will net you a share which is enough to start getting some dividends.

Outside of that just use your general intuition, have a look at how trustworthy a share is, what the % return is.  Make a decision and the risk yourself and then decide if you want to go into it or not.