Einstein's general theory of relativity predicts gravitational waves, but although we have indirect confirmation, no direct detection of gravitational waves has been made to date. The Laser Interferometer Gravitational Wave Observatory (LIGO) is, at present, perhaps the mostly promising endeavor to detect gravitational waves. Once gravitational waves are detected it would be useful, particularly to astronomers, to know where in the sky the gravitational waves came from. In simulations, there is so far no satisfactory method of determining the source direction for generic gravitational-wave bursts. The goal of this project is to formulate a source direction estimation method based on Bayesian probability theory, and to compare the performance of this method to those in common use in the field. By construction receiver operating characteristic curves, we show that the Bayesian method yields a large improvement over one of the standard techniques (minimization of the null energy). Our preliminary analysis also indicates that the Bayesian method is competitive with timing-based triangulation, which is currently the best known method.