If you don't have a mentor, how can you connect with one? Well there are several ways to do so. And remember, you can have more than one mentor at a time, or over time, you can have mentors who practice in your area, or other areas, you can have mentors who are both genders (OK everyone???). HP's best mentors over the years have been men and women, corporate lawyers and litigators. Mentors can be inside and outside of your organization.
Connecting....some firms have mentoring programs. The results of these can be mixed, because it is not a natural evolution, at least at the start...you are usually assigned based upon some connection or someone's reasoning why the pairing would be a good one, and considering any rules of the program. I think in most instances, it is a good idea to participate to at least widen your network and see if it works for you.
Otherwise, reach out to people...not "hello, will you be my mentor," but rather, in a way that builds a relationship. Ask around as to what more senior lawyers tend to be good mentors; try to see who you may have some things in common with, whether it is bar association activities, or sub-speciality interest, etc. I know some solid mentor/mentee relationships that began when the mentee offered to help with book chapters the partner was writing or articles. These helped the junior attorney develop a deeper knowledge base in the area, get his/her name out there, and work with the intended mentor.
Now, who have you helped? Yes, you. We can all be mentors in some way. HP tries to reach out to more junior attorneys to help them along the way; encouragement on client development, advice on firm social functions, explaining processes, and general strategy. Aside from doing a good deed, doing right by others, it never hurts. People remember people (well some, anyway) who help them, especially when they are down. You have a friend out of a job, think of some suggestions if you can. I know a guy with a great newish client. How did he get the client? Well when their GC lost his last job in a corporate restructuring, this other lawyer stayed in touch, put the GC in touch with others, basically tried to help. He did not help place GC at new company but GC did land. GC said "if this guy took such care when I was down, I know he will take care of me at new company." You never know when doing good will bring good to you.