Steps

1. How To Get Started
2. Purchase a camera. Any camera will do, but a digital camera that you can plug into your computer to look at your pictures is ideal. In addition, digital images are often preferred for verification purposes because tampering is pretty obvious to a professional. You may also use a video camera, but it is very rare you'll catch anything, it is however a good companion piece of equipment to have on a hunt. Most professionals use a Polaroid camera as digital editing is impossible and the results are instant.
3. Choose a location in which to capture the ghost. A good bet is a cemetery, a place where there could have been murder or suicide, or a battlefield. If something with a lot of emotion happens, it can leave an imprint on the area, attracting ghosts of whomever was there. Use the internet to look for local places with histories. A lot of private places are proud of their hauntings, and will even accept visitors if you contact them respectfully.
4. Take "control" pictures at random about the area, if from your research you know one area to have a specific event tied to it, make sure you take photo's from as many angles as possible of it.
5. Once you have taken your control shots, say outloud in a clear, calm tone "If anyone is here, I invite you to show yourselves in my pictures." repeat this invitation as you take more photographs in the same or similar areas as your silent control pictures.
6. After taking the pictures, go home. Look at the pictures to see if you caught anything. If you have photoshop or a photo editor, it can be helpful to run the photo's through some filters. Invert is very good at highlighting unusual things in an image.
7. Things you should be looking for
8. Orbs - Some theorize these to be the simplest form of a disembodied soul, they are probably the most common captures. An orb looks like a white ball, it can also be a different color. However a orb is usually just a speck of dust or even an insect in most cases, so don't get too excited about orbs unless you can be 100% sure there is something very strange about it. Most credible ghost hunting groups discount orbs due to the very high risk of them being easily explained. See in the links below for a very detailed study on them.
9. Human Forms - If you're lucky, you may capture an apparition; these are actual bodies or body parts of ghosts. It takes a lot of energy for a ghost to appear like that.
10. Thick Mist - Very thick mistlike shapes or streaks, often in very specific areas. Usually it's very obviously not normal mist.
11. Lights - Occasionally you can get lights, be sure you know where your light sources are (street lights, houses etc) and be sure you can discount someone running around with a torch somewere. Sometimes you can get streaks of light. This a controversial capture. Some people say it could be light from something else (a car for example), but sometimes you can get the streaks in pitch darkness in places. It is up to you to decide if these are paranormal or explainable.
12. What if you get something?
13. If you think you have caught something, show some friends the picture(s). See what they say.
14. If you are able to send pictures by Internet, send them to a ghost photo website. If they post it, they may give their opinion. There's also a few very good web communities of people just like you who are interested in this topic and would be able to give you great constructive feedback about your images. See the links below for them.

Tips

• Ghosts are likely in areas where a lot of emotion occurred. Try doing some basic research before you do your photography to pick a good area you may be more likely to get results in.
• A Polaroid camera is the best to use as the results are immediate and not subject to digital editing which can create doubt.
• You can also use a video camera.

Warnings

• Don't trespass! Do not venture onto private property, as it will be considered trespassing. You NEVER know how people are going to respond or who may be there in the flesh if you trespass, a physical assult is going to do you FAR more damage than a ghostly one. Be safe above all things.
• It is not wise to go to some places alone at night. Whilst you can do ghost photography during the day, most people prefer doing it at night. Because of this you are potentially at risk from the living, for example if you visit a large cemetery at night, you may not be aware if homeless people sleep there, or drug addicts shoot up there. Always go in a group to a large open area at night, and be sure any property you visit at night is safe. Once again, be safe above all things.
• In extremely rare cases, some ghosts may be violent to people. Pushing, shoving, hair pulling, and thrown objects have been reported. If you feel you are threatened in any way by a ghost leave the area at once. However ghosts actually hurting humans are VERY rare, in most cases should you feel contact you don't want, say outloud "Stop touching me, leave me alone." in a firm tone. Often this will be enough to stop it.
• In even rarer circumstances, you may get a clinger ghost. These ghosts will follow you home and may haunt you. Talk to a person in touch with the supernatural or a priest to get rid of the ghost.