What to bring:
Generally just film cameras, preferrably those which don't rely on batteries. Red LED flashlights are good for providing light and preserving night vision. A calm, rational, well-rested mind (which is a rarity in ghosthunting nowadays

) An EMP meter may be useful, but you must learn it inside and out, because these instruments pick up ordinary environmental emissions 90% of the time, not paranormal sources. An alchohol or mercury outdoor thermometer, to record the ambient temperature as well as any interesting variations you experience.
What not to bring:
Psychics, mediums, ouija boards, or anything else which 'creates' a ghost from human fears and misconceptions. Digital cameras, still or video, as they are more likely to pick up 'orbs', which are just dust, and also because there is no negative for positive proof. Infra red thermometers, as their beams, like the focusing beams on digital cameras, can be picked up on film. Bright flashlights. Night vision cameras, which create all sorts of 'anomalies' on their own due to lower resolution.