Never go alone, always go with at least one other person. This is important for safety purposes.
Always observe "No Trespassing" signs and always get permission to investigate if you are on private property.
Always bring along your ID, so you can prove who you are, just in case you are questioned by the police.
Find out all the history you can about the location you will be investigating. One of the investigators main tools is research, don't be afraid to use it.
Always walk around the area to get familiar with the location for your safety.
Always conduct your investigations in a professional manner, it is best to be organized and knowledgeable.
Always follow your instincts, if you get an extremely uneasy or uncomfortable feeling, quietly leave the area immediately.
Always keep a log of events that occur during an investigation. This will help validate any findings.
Be skeptical, always look for a natural cause for unexplained phenomena, by eliminating common explanations the evidence you collect becomes stronger.