theres some comedy clubs around L.A. and new york that hold auditons for SNL. one of them is called upright citizens brigade. A lot of castmemebers came from there
You have to be performing at popular comedy clubs (often in New York) and if you're really good, and you get lucky, one of their talent scouts will spot you and offer you an audition.
At the moment (season 34) here is the cast:
Fred Armisen,Will Forte, Bill Hader, Darrell Hammond, Seth Meyers (head writer), Amy Poehler (but her last episode was on December 13, 2008), Andy...
Your best bet is to write to NBC Studios with 3 requested dates, generally 4-6 weeks in advance, the names and ages of everyone in your party (keep them small), and anything else you feel they should...