Very true, evidence will not always be gathered every investigation.
I think it is wise to have a list of questions you would like to ask, written down prior to arriving at your investigation.
Good equipment to start out with are simple items like Digital or Analog Recorders, a decent camera and a EMF Detector, and thermals are staples... everything else is kind of optional in my opinion, they are nice for affirming or backing up evidence but are not sole tools, such as the K-2, "Ghost Box", laser grid, EM Pump, dowsing rods, Infa-red/night vision equipment is nice, but for those that are starting out a cheap game camera will work .
Good one Josh, respect is a BIG thing I think a lot of people forget about!
I think people tend to over romanticize and sensationalize paranormal investigation, it is NOT like being on T.V. , you sit for hours upon hours, in darkness, things don't always fly, touch you ect. There are hours upon hours of analyzing evidence a 6 hour investigation can take days to go over of pure dedication IF you do capture evidence.
I think its important to stay focused, and clear in your intentions with each investigation, with both yourself, the spirits, the individual and or families you are helping as well as what you are trying to accomplish with your investigations. Paranormal Investigation, does not have a written handbook of rules, but in my opinion it shouldn't be to seek thrills, bragging rights or the like.