To find out where it's sticking
Turn of all the lights in the room. Turn on all the lights in the adjoining room. Close the door. Examine the gap between the door and the frame, and any sticking points should be very, very evident.
My preferred method of resolving
Use a straight edge to mark the door where it's sticking, drawing a straight line down (or over) to where the gap is a reasonable size. In other words, you're drawing the line that would make the gap look even across the door, if it were cut at that point.
Then, use a plane to slowly edge off excess until you're close to the line. Sand down the rest for a smooth looking edge. If you've got a guide for a circular saw, you could also clamp it down along your line (or just above), and saw off the excess. Again, sand down to the final layer.