Cemeteries are good places.. you do not have to hunt at night..However, a chained and locked gate is a good hint that you're trespassing if you attempt to enter. Use common sense when selecting a place to visit, especially at night.
Older schools and theaters are also prime locations for encountering ghosts. Most colleges have at least one ghost on campus.
Sometimes, hotels attract the ghosts of their former guests, such as Marilyn Monroe and Montgomery Clift, who haunt the Hollywood Roosevelt Hotel.
Some bed-and-breakfast lodgings feature hauntings, such as Lizzie Borden's house in Fall River, Massachusetts, where the famous murders took place.
Many websites list local ghosts.
You can learn even more by visiting your public library. There should be an entire section of ghost books, including one of my favorite books, Haunted Places - The National Directory, by Dennis William Hauck.
The library's reference desk can be helpful. Ask for files about local ghosts. They'll often have newspaper and magazine clippings, and notes about regional hauntings.
If none of these suggestions help, ask at the local newspaper office. Most newspapers publish stories related to local ghosts, at Halloween. Ask for back issues that you can browse through.
If all else fails, or perhaps you'd like to use this as a starting point: Most junior high (middle school) and high school students know the local ghost legends. Their tales may be highly exagerrated, but they're often reliable in their foundations.
Before going to any site, verify the facts. For this, you need to check the library, or perhaps town records. Make certain the identity of the "ghost" is accurate. Maybe the person lived, maybe he's fiction.
Be certain that the public is permitted at the site you intend to visit. Battlegrounds and cemeteries are generally open to the public during daylight hours, at least. Haunted theaters and hotels sometimes offer private tours, for a small fee.
At the other extreme, private homes are usually off-limits, and they may call the police if you loiter around their property. Don't go there.
Plan your visit for an actual, ghostly encounter.
Most ghosts appear at dusk, or after dark. The hour immediately before and after dusk and dawn can be the best times to visit. Some ghost hunters insist that better hours are 9 p.m. to 3 a.m. However, some ghosts manifest happily during daytime hours. It will depend upon your schedule, and when people have seen the ghost in the past.
You can improve your success by choosing a date when hauntings are more likely to occur.
For example, religious holidays--particularly Pagan festivals--are very good, too. Paranormal activity increases when there are sunspots, or a weather front moves through, or around the time of an earthquake. The full moon can be very good, but the dark of the moon (between the last quarter and the new moon) can be better. Anniversaries related to the ghost's life (and death) improve your chances of encountering a ghost, too.
Do not visit any haunted site by yourself. Ghost hunters have more to fear from the living, than the dead.