Ahh... yes, good point Simon. I forgot to mention that, and it's pretty important.
The USPTO website is very useful, and the patent search ability is fairly comprehensive of recent patents (not sure how far it goes back now, they're continually adding older information).
You may well find your "unique idea" represented by an existing patent with an online USPTO search, and save yourself the ~$500 of having an attorney or agency perform the search. A thorough search of the online USPTO database won't be a quick ordeal though... I'd allocate several days of searching (a couple of hours per day).
However, if you don't find your "unique idea" in the online patent database, don't assume that it really is unique. Keyword searches are only as good as your keywords, category searches may miss related categories you wouldn't expect to contain the material in question, and the online database doesn't contain all US patents, let alone international patents. Several times I've come up empty with an online search spanning weeks, and yet a patent attorney was able to dig up several closely related patents.
If you don't find it with your online search, that's when you move ahead and pay an attorney/agency to complete a thorough physical search at a USPTO repository (and even those aren't 100% exhaustive... the patent review board could always find something you and/or your attorney/agency overlooked).
A last bit of advice... don't waste any money on a patent until you have a clear plan of how to turn that idea into a marketable one. Manufacturer it yourself, license the technology, or sell the patent outright? Make sure it isn't just unique, but something that actually has
value. There's a zillion uniques ideas to would be patentable, but often the reason it isn't patented already is because it has no potential to generate money (or little potential). Paying to get an idea patented just to say you have a patent is one of the most expensive pieces of paper you can hang on your wall.
You may also find that existing patents leave very little "intellectual real-estate" to claim with a new patent, in which case patent lawsuits and stiff competition if you brought something to market are a distinct possibility. That has been my luck so far, and I've yet to think that small sliver of real estate I could claim (temporarily, at least) would be worth the risk or the money (large companies do this all the time though, mostly to protect their central claim by gobbling up all the surrounding real estate).
Then again... there's a million good ideas that would make plenty of money that haven't yet been thought of.