Locating a nest can be a tricky process but patience usually pays off. Pay close attention to the female (assuming she looks different from the male). Does she spend more time in one particular area? If you lose sight of the female while she is in flight, walk in the direction she was flying and try to catch sight of her again. You may have to do this several times before you actually find the nest, so be patient. If you follow her around for a half of an hour and she still doesn't lead you to a nest, don't give up. Remember which areas the female seems to prefer - she could still be scouting out nesting sites. Try watching her again the next day keeping in mind that she may just not be ready to nest yet. If she has been visible for a while and then suddenly becomes elusive, it could be because she is building her nest or already incubating eggs.
Watching the male may also help you find the female and the nest. Sometimes the male will follow the female to the nest and vocalize very quietly. He may also move slowly and quietly through the shrub layer, which is an indication that the female is nearby. Males may also try to get females to begin nest building by diving and chasing after them.
If the birds you are observing are already building a nest, the best period of the day to watch this behavior is 6 a.m. to 10 a.m. Sometimes, however, birds will build all day. Carefully watch the birds to see if they pick up nesting material such as dead leaves, spider webbing, moss, or small twigs. If a bird does pick up nesting material, put down your binoculars and observe it with your eyes until it flies. Note the direction and exactly where it flies. Watch everything it does. Does it fly into a bush, under the eave, into the bar-be-cue? Try and follow it to the nest site. If you can't find the nest, back off and watch the area where you think the nest might be. Be patient!
If a nest is already finished, it can be harder to find but far from impossible. The incubating female has to leave her nest at some point to look for food or to get food for nestlings. Taking time away from her nest and brood is risky, so she will forage frantically and return to her nest as quickly as she can. If you see this behavior, watch her closely with your eyes. When she dives into a thicket or tree, pay attention to where she goes since she may lead you to the nest. A nesting female will be very protective of her nest and if you get too close, she may approach you or chip frantically. This behavior means that you are close. Do a quick but thorough search of the vegetation without agitating the adults for an extended period of time.
During your search of the vegetation, gently peel back branches and leaves so as to not dislodge any nests. Look for the nest from a variety of angles (up, down, straight) in the area where you think it might be. If you still haven't found the nest after a few minutes of searching, then leave the area and observe from a distance.