Start by talking to people. I've never met a person yet that didn't have a ghost story or couldn't tell me one about a friend of theirs. Take one that seems the most interesting to you and with permission of the home owner, do a little research on the property. Not every house is going to have a history but you never know what's hiding under the pool.
Newspaper articles. Popular around Halloween, look in back issues of local papers for ghost stories, if possible, contact the person and see if they are willing to speak with you about what happened. Please remember that if they feel uncomfortable or are unwilling to talk, to simply thank them for their time and leave. There is always another case and the respect you pay towards this family is important.
Guidebooks. Check local libraries and historical societies for guides to ghosts in your area. You'd be surprised what they have in their files, I have found some excellent stories dating to 100 years old recorded and placed in historical files, donated by the family.
