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If your camera is equipped with a wrist strap, put it over your wrist. Not only will it eliminate the possibility of it getting in the way of your photographs, it also protects your camera from harm if you accidentally drop it.
If you are intending on conducting a UFO Skywatch, check the sunset time of the day you intend to go. You should aim to arrive at the location with at least two hours worth of daylight available to allow you sufficient time to set up properly.
When conducting a site reconnaissance visit around an alleged haunted building, take a plug-in night light with you to test that any wall sockets present are working.
If you use an audio recorder to record a witness interview, also take notes just in case the recording doesn't turn out.