On the internet there are a few resources around where you can find out which plants are native to your local area.
In Britain, I've found the Natural History Museum's Postcode Plants Database useful at times. You can do a search on the site on the first part of your postcode to get up a list of native garden plants. It also has a little code GW by those plants it considers as garden-worthy, although these things can be in the eye of the beholder.
Another site which looks similar for the US is the Native Plant Information Network at http://www.wildflower2.org/NPIN/Plants/plant.html
Can you think of other similar sites for your country or locality? If so, please add the links to this thread!