Its easy to apply online for your benefits.
I personally signed up to a apply online, but due to a wait to receive my password, I went to my local Social Security office. A new one happened to open up locally, and was close by.
To apply online click here:- or call: 1-800-772-1213.
I took my Social Security early at 62; although reduce. For me I break even or gain if I die before approx.83 (pun intended).
The reason I took it early was my concern that the Government may change the rules. Due to this unknown and the possibility of being grandfathered in before any changes, I decided to take it at age 62.
Update Dec 2010.
There was a loophole in Social Security rules that allowed you to pay back, without interest, what you received in Social Security payments before you reached 70. You may then re-apply for a bigger payout. Apparently they just discontinued this, which shows me that you cannot bank on any existing Social Security rules as they can change at any time.