Just went through this ... today!
I found that as a borrower with great credit, the differences between any lender were minimal. I went WAY overboard and got too many quotes, it was stressful and didn't help. They all offered the same rate, the only difference was their fee and service. In the end I think I even went with one of the more expensive options because the differences were so small and I wanted to stay with our credit union.
Make sure you have estimates for homeowner's insurance fees, property tax, and itemized buyer vs. seller paid closing costs. A purchase agreement helps here.
I would start with your bank/FCU. They can give you a quick quote, a pre-qual letter, and an idea of what fees you can expect to pay. Ask your bank if they offer member discounts or incentives. Make sure you're clear about points or no points so that all your subsequent offers line up. I told people I would consider a small number of points if the break even date was 5 years or less, otherwise no.
I would get a second quote from one online lender, just to compare the fees. For us, the online lender quoted a much smaller rate, but then when you looked, the monthly P&I was almost exactly the same. Ask friends for referrals for brokers, although if you trust your agent, that's fine too. They can match the bank's offer and beat it on fees. They probably won't match the online offer.
If you're closing on a house with a purchase agreement, the next step is to make sure that the loan servicing company will 1) be able to close on time, and 2) ideally chose a local appraiser. You don't want your house to be under-appraised! Or maybe you do as a buyer if you think you can talk the sellers down on price with the threat that you walk away.
Then, that's it. Pick one. They should all be pretty close. Consider who you will be paying over the life of the loan and ask each lender who they sell loans to (if you care). Pay attention to your APR and your closing costs needed at the time of servicing. Those are the two basic numbers that matter.