I had the same question when I began stage magic. Personally though, I started by renting out my church. It was a $50 deposit, that I got back after the rent date. From there, I would offer my show to other churches. There was a lot of rejection, but I did get some additional gigs.
Those gigs built my act. Eventually, I ended up renting out theaters, and performing shows there. Then I moved on to having the theaters hire me, or got sponsors to pay for my costs.
Stage magic is a gradual thing. Doing talent shows can be helpful to get the practice in front of a live audience. Doing church shows can also be to your benefit. Also, look for local events that are looking for stage performances. I know the state fair in my state has a free stage that one can sign up to perform on. Many other local events have the same thing. They may not be paid gigs, but they will give you the experience, as well as word of mouth that can be helpful.
Once you have the show you want though, and are confident on there, then there are many venues that you can look for. I personally did a lot of different fairs and festivals. Also I performed for my local lodges (Eagles, Moose, Elks, etc). I've even been known to perform at bars, hotels, and clubs if an opportunity hits. Smaller stages, but you can definitely use them as experience. It also helps you build your act. I'm constantly building mine.
Sooner or later though, it can be a good idea to find a local theater and work out something with them. First, you may have to pay the out of pocket cost since you may not have a reputation yet. But eventually you will be able to get sponsors to cover the costs, or the theater may even hire you. Just remember, you get to do what you enjoy doing, and the return, if the show is planned correctly, will at least cover the costs, and probably give you a nice profit in the end.