I’m a new CIO and I’m considering executive coaching — where should I start?

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CEO in Services (non-Government), 2 - 10 employees
I have been a multiple time CIO and I understand the need for a coach / mentor. I often wished, I could get someone to share their experiences and advice. 

I suggest a couple of places to look for a good coach.
1. Organizations like International Coaching Federation (ICF) and others have a lot of Executive Coaches with multiple levels of certification (ACC, PCC, MCC etc.). These are usually coaches who are not specialists in IT but are certified to coach executive with different backgrounds. So, if you are looking for leadership coaching this is the place to go.
2. On the other hand, if you are looking to learn from experiences of others, then ICF may not be best suited. Many seasoned CIO will be happy to be a mentor or a coach. CIO is a lonely position, and we realize this the hard way and often wish we had a mentor / coach to learn from experiences. So, if you are looking for one, poll in your network of CIOs and someone seasoned CIO can offer help. 

Hope this helps.
CIO in Finance (non-banking), 51 - 200 employees
As a new CIO, I would double-down on the advice of a seasoned CIO as your first "executive coach." Learn from our mistakes and successes. At this level, not too many snowflake situations. 
Group CIO in Finance (non-banking), 1,001 - 5,000 employees
Good for you!  A coach/mentor is invaluable in this role.  I would agree with many of the suggestions previously made - especially regarding finding an experienced CIO who is willing to share his/her experiences with you.  I believe that is the single, most valuable bit of advice.

Networking through local or online tech or business groups/associations, participating in peer-to-peer discussions, attending relevant conferences all helped me meet some great experienced CIOs from whom I learned a great deal over time, and allows you to build great relationships too.  

I have not personally had a leadership coach but I have had colleagues who have worked with such coaches very successfully.  I believe that it is important to find a coach who understands you and preferably has some experience with your company or an organization with a similar culture and is therefore able to guide you within your context.  Also, I have found that the CIO role has its own peculiarities and as such I would not necessarily look for a leadership coach who has CIO experience (though that would be great) but I would seek to combine the advise from the leadership coach with the advice gained from your networking.

Even as you go through the coaching, do not lose yourself in the process.  Take on board advice and experience but apply yourself to your solutions.  You have been placed in this position because you were deemed the best fit for the job.  Take confidence in that as you step forward.

Good luck on your journey.  Hope it goes well for you.  Enjoy the ride.

CIO in Energy and Utilities, 1,001 - 5,000 employees
i agree with Manish Sinha 100%. very valuable insight.
my 2 cents would be: good team building and effective delegation.... rest can wait IMO. C-level positions are lonely position so it is very much necessary first to get used to them. be open to feedback, especially critical ones. 
last but not least don't be bothered about what staff is grape-vining about you. 
CEO in Services (non-Government), Self-employed
I had a similar challenge. First I tried many of the executive search firms for their executive coaching offers  and b-school programs but found them lacking. In the end  I started looking for peers within the industry sector and leveraged both technical standards groups and industry associations as primary targets. To my surprise I found a small group of mentors and guides, CIOs and CEOs who through discussion helped me focus on what skills or support I really needed  (e.g. to hone my political savvy among others) and in the context of my biggest challenges. Once I determined what I really needed I found SME and used them as my educational support system.

Years later when I became an industry analyst I often got the same question from many other CIOs and my advice was always the same. The best coaches are those that have walked in your shoes.  

CIO in Education, 501 - 1,000 employees
There are plenty of places to start, including Gartner. Leverage your network/mentor and talk to other CIOs as a good first step in the process.
CIO in Education, 1,001 - 5,000 employees
I developed my set of skills through both coaching and mentorship of over 20 years. As a CIO now i am mentoring your ICT professionals and other CIOs using the invaluable experience obtained through years of listening to those that have travelled the journey and applying some of their insights.  I will be willing to assist if there are CIOs out there that really want some mentorship
CTO in Healthcare and Biotech, 11 - 50 employees
Find a mentor of a person you admire and who has the knowledge you lack of. Acquire books of people who have been CIO who share their insights of everything related to being a CIO. Finally, drop as many questions here so we could help you with them. Best of luck! 👊🏻😀
Fractional CTO/CIO/CPO in Travel and Hospitality, 51 - 200 employees
I highly recommend working with both an executive coach AND a mentor.  Consider this as an important investment in yourself and know your budget of time and money.  A great executive coach is someone who will coach you to understand your strengths and weaknesses while helping you elevate your leadership skills.  A great mentor is someone who's walked the path before several times and has valuable industry insights for you to grow as a professional.  How do you find them?  You begin by asking your network of friends and peers for recommendations.  Speak with at least three of each who potentially fit your needs before choosing one.

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Chief Technology Officer in Software, 51 - 200 employees
My personal experience. 

I usually get the feedback and go back with data driven analysis providing details to cross leaders to understand the context and make decision basis data and and not gut feeling. 
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