Here are tools that most paranormal researchers find useful.


Digital Camera
Digital cameras are great for paranormal investigations because you can take lots of photos, and it doesn't cost anything to develop them. The only bad thing is there is no negative so it is harder to prove the photo wasn't manipulated.


Thermal Imager
The Holy Grail of paranormal research gear, there are only a few groups in the world that sport these in their tool box, primarily because of the cost (let's just say an average thermal imager could put you out over $10,000).


Camcorders
Any DV-8 or Hi-8 with 0 lux capabilities is great.  0 lux means a clear picture is taken with almost no light. 


Night Vision Scope
Allows for sight in complete darkness.  Any ELF style night vision scope is preferred.


Gauss Meter (EMF Meter)
EMF meters are suppose to measure the supposed electromagnetic field that some say ghosts generate.  The problem exists that affordable meters do not measure as low as one needs.   Plan to pay good money for a good meter.  A good inexpensive starter meter is the GaussMaster, then you can graduate to a trifield meter and/or a multi-detector. 


Digital Recorder
Digital recorders are great for recording electronic voice phenomena.  There are no moving parts so the recordings are typically really clear especially when used with a external microphone.


Analog Recorders
Tend to be almost as clear as digital recorders.  They also pickup the device noise real easy so an external microphone is a must.  The beauty of analog recorders is that they have a tendency to pick up more anomalous voice anomalies.


Temperature Meters
Laser thermal readers are good for finding temperatures on items. The good thing about the laser readers is that they can be pointed in selected locations and temperatures measured.  They do not read ambient temperatures.  My favorite for measuring the weather...yes the weather is the SkyMaster...it can be found here http://www.stormwise.com/pocketweather.htm and very reasonably priced.


Flash Lights
I certainly hope this is common sense...if you work in the dark then you must have something to light your way.


Tons of Batteries

Divers Pad (or heavy laminated paper) and Grease Pencil
To take notes in any type of weather.