I have a game concept which I wish to develop but don't have the funding to begin it.
What should I do?
I recommend that first, you really evaluate your concept. What are the issues in funding it? Why do you need someone to fund it, are you capable of building it yourself (or with some friends) sans-funding?
To put it the best, and nicest way, I can. No one, will fund a AAA quality game (if this is what your concept is in your head) if you don't have a track record of quality selling games.
So what do you do if you are in that boat? The only way to get funding is to make, well... pretty much all of the game without funding. Then you could get people to possibly reimburse you and handle marketing (but you'd be giving away most of your IP in the process more than likely) but if funding is what you need that's where you are.
In the event that you need funding to pay people to develop your idea because you are just an idea guy, you are going to need to learn some if not all of the skills (to some capacity) necessary so that you can make the demos that attract people to work on your titles.
But yes, this question has been asked time and time again. I recommend you read.. well everything here:
Without specific details about your game development background, your game, etc, it is difficult to answer your question. Could you please edit your question with details about the following:
Understand that although these questions are fairly personal, they just scratch the surface of what any potential investor might ask. I'm not asking that you disclose your complete game idea, just the information necessary for people here to give you answers that are accurate for your situation.
Below are some resources I think you may find useful: