There is usually no charge for this information. A private company won't have an annual report, but it will have at least product or services literature and perhaps a newsletter. If you are asked why you want the info, say you are interested in learning more about the firm and thought it best to go directly to the source. Once you have identified a target industry or profession, locate their trade or professional organizations. Attend meetings if possible, or at least send for the organization's membership packet.
Many professional organizations have a job bank that lists member companies' openings.
San Diego Magazine is a good source of feature articles on local company execs. While it isn't exactly true 'who you know is more important than what you know', personal references do play a major role in getting the right job. If you know someone who works at your target company, don't ask them to present your resume. Do ask them for the name and title of the person who is in charge of the appropriate department. Send that person a concise cover letter and results-oriented resume.