The fist step is to pick a domain name. We recommend using GoDaddy.com, which is a recognized domain name seller.
Link: GoDaddy.com - World's No.1 Domain Registrar
After following the link, type in the domain name you would like to use. Select Search Domain to check its availability.
If your domain has already been taken, you may be presented with the following message:
If your domain is available, add it to your cart after making your selection(s) and proceed to the checkout.
Follow the instructions on Google's help page to map your Google Site to your new domain.
Link: Google Sites Support Page
The following instructions from GoDaddy will help you verify your domain name with Google Webmaster Tools
Link: GoDaddy - Verifying Domains
Mapping a domain to a Google Site can be tricky at times and the specifics will vary from person to person. Fortunately there are many resources online that can help if you get stuck.
Google Sites provides a forum for asking questions and getting answers, which is helpful is you get stuck along the way.
Link: Google Sites Help Forum
GoDaddy also provides a forum with specific information on managing DNS and CNAME records.
Link: GoDaddy Help Forum