There is no right way to seek funding—your approach will be dictated by your material. And there is no magic list of sources of funds. Here are some of the resources that we frequently recommend.
City of Austin Cultural Arts Division
Doc Society (formerly Brit Doc)
International Documentary Association
Independent Television Service (ITVS)
National Endowment For The Arts
National Endowment For The Humanities
Roy W. Dean Film and Video Grants