If you can't afford a Nanny on your own (I'm assuming this is why you are interested in doing a nanny share, though it may not be the reason LOL) then I think it's best to find the share family first, otherwise you risk finding a great nanny then losing her if you can't afford to do it.
I think a lot of the nanny share problems arise when the two sets of parents don't get on well, I wouldn't underestimate how important this is.
Sort out all the nitty gritty details - just do a search on here for all the possible things that cause problems!! things such as which house and if shared who has more days (assuming you want ft care of 5 days), will you drop off/collect or will 'nanny' do it, who provides what (food, nappies, wipes), what 'discipline/consequence etc of bad behaviour, what constitutes bad behaviour (mind you, if yours is a baby probably not too important ), food (they need to be eating the same food, within reason), sleeptimes (and the importance of), activities etc
You can all have a say in who you choose (and part of the work finding one!! )
You can all get to know the nanny on an equal footing.
Of course, if you can't wait too long and have the money to sub it for a while, you could just advertise for both at once and see what happens, you may even find a nanny with a 'wanting to share' family near you!!
Good Luck!!