1) Go to the power-hungry, glory-seeking, family-murdering, paranoid King Herod who fashioned himself "King of the Jews" and proclaim, "Hi! We're here to worship the new King of the Jews. Could you point us his direction?"
2) Herod says, "Go find him so I can worship him too. Report back to me." Apparently, the alleged "wise men" are actually going to do this, because there is some kind of divine intervention through a dream, warning them not to do this. Really? They needed a dream to tell them this? If that's the case, then let's consider a new label. The "politically naive men?" "Extremely gullible men?" Or perhaps just "foolish men."
Now, I don't say this simply to deride the Magi. Part of Matthew's point is that these non-Israelites, who appear to be simpletons when it comes to negotiating the religio-political complexities of their endeavor, nevertheless know and perceive something that many others did not. They knew that the true King of the Jews had been born, they recognized the need to seek him, and they worshiped him.
In fact, maybe calling them the "foolish men" wouldn't actually be a bad idea, considering what Paul says: "Not many of you were wise by human standards; not many were influential; not many were of noble birth. But God chose the foolish things of the world to shame the wise; God chose the weak things of the world to shame the strong" (1 Cor. 1:26-27). So these bumbling astrologers waltz into Herod the Great's court looking for the King of the Jews, and return home having "outwitted" (Matt. 2:16) Herod. By God's grace, may we all be such fools for Christ.