During our hunts we incorporate a couple of methods to detect the presence of paranormal activity:
EVP - Or electronic voice phenomena. By an unknown process, voices are recorded onto tape.
A hand-held microcassette recorder is recommended (digital if possible). A cemetery is a classic place to attempt this. Place it on record for the duration of your hunt. Casual talking seems to be a factor in getting results, the volume of voices should be kept to a minimum. Entities can be difficult to hear, due to the fact that they are at the level of the background noise, or static. Make sure to note things such as the sound of walking on gravel, etc.
Photos - We take pictures on our investigations. Using a 35mm camera, for example, we take pictures of what appears to be nothing. Pictures of grave sites, trees around them etc., seem to be the best settings. When the film is developed, objects such as orbs (the soul in a mobile state) and ectoplasm (the soul at rest) appear where there appeared to be nothing!