FIRST has some companies which offerer grants/sponsorships to teams here:
http://usfirst.org/community/frc/content.aspx?id=7024
I would also suggest putting together a letter explaining your team and what FIRST is to give to companies. I did this earlier in the season and got a great response. I have found that our team has received many sponsorships with connections people have with companies(ie. parents work there etc.). Find out if people on your team have these connections and then give them information to pass on. We put a letter, CD, and page about levels of sponsorship in a folder to give out. By doing this it helps to make your team present yourself as being very professional. Our team has received thousands of dollars by doing this.
Look through the phonebook for local engineering companies and manufacturing companies. These companies are usually willing to at least listen to you. Companies love presentations given by students. Once a company hears from the students what the program is about they are more apt to help the program. Also if you can invite these different companies to come to see your team either building the robot or at competition they become very impressed with the program. After they see what the team does they want to help in anyway possible.
As far as grants goes I am hoping to start writing some as soon as the season ends. I have found numerous community grants in our area. Try talking to your school administration about groups that offer grants. We have education foundations etc. in our area which give all of their funds to the school district.
If you have other questions let me know.