you'll find it!!
most shops have foundations (long line bras or strapless bras) you can use to try on dresses - if you need them. most corset dresses won't need bras, and some dresses have a bra built in. if you have a long line bra or strapless, you may want to bring it along just in case.
I'm worried that I won't find "the dress."
Silly question, do you just wear whatever bra and underwear to your bridal appointment and once you have the dress you buy the appropriate bra/bridal support?