Well, it can depend on the clinic you go to, but it might include:
1. Physical exam (looking for rashes, sores, warts, discharge, etc.)
2. Urine sample (tests for chlamydia and gonorrhea)
3. Swabs or scrapings of discharge, tissues, or cells (tests for chlamydia, gonorrhea, herpes)
4. Blood sample (tests for syphilis, herpes, HIV)
You might notice that some of these tests test for the same thing, for example, a urine sample or a swab can be used to test for chlamydia and gonorrhea (I believe the swab is usually done during a pap, at least that was my personal experience). It might be the case that some clinics do one test over the other (the urine test is more expensive than a swab test).
Where can you get tested? Well, there are a number places where you can get tested. Most cities have women's health clinics, teen health clinics (usually they serve people up to the age of 25, or for some, 29), Planned Parenthood, or clinics specifically for STI testing (Feel free to Google what's available in your area). Your gynecologist might also do testing (if you have one), or you can talk to your family doctor/GP (they may do testing in their office, or they may refer you somewhere else).
When I got tested most recently, I gave a urine sample, and they did some bloodwork. Urine to check for chlamydia and gonorrhea [which can also be swabbed for in a pap], and bloodwork to check for HIV and syphilis. Generally they'll want to do a physical exam to check for external symptoms of things like herpes or warts, and will need to swab to check for abnormal cervical cells that may indicate HPV or other infections. It's best to cover all your bases and do whatever will test for the most things possible. But generally a urine sample and some bloodwork is sufficient. In my case, I saw my primary care doctor for an unrelated issue, but asked for some testing as well. Since I wasn't scheduled for a physical exam and they couldn't just throw it in there because it would take up more of my doc or a gyno's time that hadn't been planned for, he had me give the blood and urine samples in the lab because they're relatively quick.
Selfishstars said it all best though and I'd listen to her, she's a nurse and probably knows better than the rest of us what your options might be. =]
Everything shows up in blood tests, it's the most effective way to test for any stds, you just have to tell them to run tests to find them. Probably will need 3 to 4 vials of blood to do so.
not a woman...but think I just had a blood test...(:
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