Honestly, the greatest tool you can have is your own mind. Ghost hunting and paranormal research is trying to be more like science everyday. There's
nothing wrong with that, except that they almost exclusively do things and use things which clearly don't gather hard evidence to use and study. You
can grab all the over-priced equipment you want, but at the end of things, if you're not practicing a good scientific method, your results mean
nothing.
Never go in with expectations to find something. In science, you don't go in with a conclusion, or even a theory, and then base the facts you find
around it. You notice the facts first, and you draw your conclusion around those facts.
Here's the scientific method for you:
1) Ask a question
2) Do background research
3) Construct a Hypothesis
4) Test your Hypothesis
5) Analyze your data and draw a conclusion
6) Report your results for peer review
To my knowledge, there hasn't ever been a full 1-6 practice from any paranormal researcher. If there was, and everything was done so properly, we
would have scientific evidence that absolutely proves whatever paranormal event occurred.
Take this as an example of what could succeed as a proof for ghosts using the scientific method (please humor me on this as it's a bit
ridiculous):
You're researching an abandoned prison when you actually visually see an apparition. You take photos of it and video, along with other paranormal
researcher equipment for testing. The thing comes flying at you then disappears. There's this strange plasmic substance along the path it flew. You
gather that substance into a bottle and have a lab test it for whatever. Turns out it contains DNA from a dead inmate whom had his DNA sequenced while
in the prison, and was put to death for his crimes. You go back to the prison and the same thing occurs yet in a different area, you document it all
again, and find the same results with the plasmic substance.
You now have video proof and physical proof, and you also have shown that your paranormal equipment you spent way too much money on actually works!
You've just proven ghosts exist (among a plethora of other things: Afterlife, the existence of plasma stuff, so on and so forth)
1) Ask a question (You think you saw a ghost, and ask do ghosts exist?)
2) Do background research (you went to a prison to do your research, albeit with unproven equipment)
3) Construct a Hypothesis (after filming the ghost and testing this plasmic stuff, you gathered results and form a hypothesis)
4) Test your Hypothesis (go back to the prison and get the same results as before)
5) Analyze your data and draw a conclusion (you draw a conclusion on your results)
6) Report your results for peer review
It's kind of like that
Conversely, this is what paranormal researchers usually do:
1) Assume everything is due to ghostly causes (floor makes a crackling sound. doesn't take into consideration the house is 100 years old)
2) Films every bit of movement and dust particles possible and says "this is evidence!"
3) Concludes they saw a ghost and have "proof" (using nothing but crappy video footage)
Please, use the best tool you have and think rationally