Now that you have all the equipment you need and you feel comfortable with their use your next step is to locate a place to hunt for your ghosts. Sounds easier than it is. Ghosts are all around us but if you set up your recorder anywhere will you pick up and EVP? How about an orb? The answer is yes you will but what you want to do is look for a location that is known to have some history of sightings. This in turn hedges your bets so that the odds are you will have something to record. This is not to say that every time you will have something but in time you may record that proof you need. Setting up anywhere may begin to discourage you when time and time again you get nothing.
I have been in houses and cemeteries, open fields and office buildings during the day and at night and I have picked up orbs and voices. I have heard footsteps and felt cold spots. The trick is to be there when things do occur. Do some research on the site. The history can give you clues as to where to set up or when.
The biggest thing I can suggest and the most important is: Make sure to get permission to be there!!! There is nothing more annoying to the field of ghost hunting than hearing another group was arrested or fined for trespassing where they did not belong. Getting permission just makes us look good and makes you look good.
As to each location you must respect the area. Do not desecrate, damage, or destroy anything there. To do so gives the field a bad name and prevents others from doing the same as you in the future. Again there is nothing more annoying than coming into a cemetery and seeing stones broken, falling into disrepair because someone came before and decided it would be fun to destroy them. Respect the area and the area will respect you.
Really the location comes down to you. As long as you have permission to be there the sky is the limit and in time you will find something, hear something, record something to analyze. The proof is out there we just need to look in the right places.