Your best bait options are probably:
1. Catch a few small (4-6") Bluegill and cut their tails off. The scent of the fish's bodily fluids and the vibrations it will make as it tries to swim will attract the catfish.
2. Any shiner or sucker that you can buy at a baitshop works great, but injuring the fish helps.
3. Cut bait also works well and can be made from any of the fish mentioned above.
4. Dough balls (made of bread) molded around a regular bait hook or an octopus circle hook are usually a very good choice.
5. The prepared, store-bought stink bait works surprisingly well, too.
Since catfish are typically bottom-feeders, all the baits mentioned above should be fished on the bottom (using lead shots or a teardrop sinker) or suspended a few inches off the bottom.
They are usually found in deep holes boardering the shore or mud flats, so those should be the places to start fishing first.
Hope this helps!