One of the things that I do before I go on investigation is prepare a history report. It's literally the history of the location with any supporting info about it. I also write any questions that I have that the information has made me ask. Those questions are the things that I try to figure out or ask the owners/caretakers while there. At the last one, a historical society rep was there, which was fantastic. Not only was she able to answer all of my questions, but was able to provide me with other info as well.
I also document the legends or hauntings associated with the house as well. Once again, separating fact from fiction. You'll find that you can debunk a legend sheerly upon the impossibility of it historically.
I think that I'm also going to start a construction era-specific checklist of things to look for in particular-style buildings (Italianate, Georgian, Victorian, etc.), since the other thing that I do while there is to check out the walls, floors and the way the house was built/renovated. It might make my life a little easier. Construction tells a lot--as in , was it slave-built? Were there original features such as ovens or coal hatches that are no longer there? It's like having a piece of a much bigger puzzle.