To find the current location, follow the steps below:

1. Create a dialog box to display loading message while finding the location
   
   

   ProgressDialog dialog=new ProgressDialog(this);
   dialog.setMessage("Please wait while getting your location information.");

2. Create a class MyLocationListener that implements LocationListener class

/**
 * Listener class to get coordinates
 * after finding coordinates AlertBox will be shown
 */
public class MyLocationListener implements LocationListener
{
    @Override
    public void onLocationChanged(Location loc) 
    {

        dialog.dismiss();
        /*----------to get Address from coordinates ------------- */

        Geocoder gcd = new Geocoder(getBaseContext(), Locale.getDefault());                  
        List
  addresses; 
        String myAddress=null;

        try {  
            addresses = gcd.getFromLocation(loc.getLatitude(), loc.getLongitude(), 1);  
            StringBuilder sb = new StringBuilder();
            if (addresses.size() > 0)  
                System.out.println(addresses.get(0).getLocality());  
            Address address = addresses.get(0);

            for (int i = 0; i < address.getMaxAddressLineIndex(); i++)
                sb.append(address.getAddressLine(i)).append(" ");

            sb.append(address.getCountryName());
            myAddress="Location:\n"+sb.toString();
            System.out.println("Address::::  "+myAddress);

        } catch (IOException e) {                 
            e.printStackTrace();  
        } 

        mlocManager.removeUpdates(mlocListener);
        mlocListener=null;
    }

    @Override
    public void onProviderDisabled(String provider) 
    {
        Toast.makeText( getApplicationContext(),"Gps Disabled", Toast.LENGTH_SHORT ).show();
    }

    @Override
    public void onProviderEnabled(String provider) 
    {
        Toast.makeText( getApplicationContext(),"Gps Enabled",Toast.LENGTH_SHORT).show();
        initLocation();
    }

    @Override
    public void onStatusChanged(String provider, int status, Bundle extras) {
        // TODO Auto-generated method stub

    }

}

/**
 * Check GPS is enable or disable
 * @return networkStatus
 */
private Boolean displayGpsStatus() {
    boolean network_enabled=mlocManager.isProviderEnabled(LocationManager.NETWORK_PROVIDER);
    if (network_enabled) {
        return true;

    } else {
        return false;
    }
}

4.Create the following method and call MyLocationListener class inside that as below:

private LocationManager mlocManager=null;
private LocationListener mlocListener=null;
/**
 * Find my current location
 */
private void initLocation()
{
    try
    {
        mlocManager = (LocationManager)getSystemService(Context.LOCATION_SERVICE);
        boolean network_enabled=displayGpsStatus();
        if(network_enabled)
        {
            dialog.show();
            mlocListener = new MyLocationListener();
            mlocManager.requestLocationUpdates( mlocManager.getBestProvider(new Criteria() , true), 2000,0, mlocListener);

        }
        else
        {
            Toast.makeText( getApplicationContext(),"Please enable your Network Location Setting.", Toast.LENGTH_SHORT ).show();
        }

    }
    catch(Exception ex)
    {
        System.out.println(ex.toString());
    }
}

Hope this will help you.Please share the experiences you had while finding current location in Android through code as this will help other people who read the post.