CAMERAS: They need not be expensive, bur get the highest megapixel for your buck....and keep it small, easy to carry.
EMF (Electro Magnetic Field) devices.
They come in everything from a K2 meter to a REM Pod. For detecting changes in the magnetic field.
AUDIO RECORDERS: To record EVPs
(Electronic Voice Phenomena) or sounds that the human ear cannot hear, but you can upon playback.
BE PREPARED: Always good to be ready for the unexpected...(i.e., First Aid Kit, Gloves, Mask, etc.)
BATTERIES: Those pesky spirits like to gain energy from draining your batteries. Carry some extras.
FLIR (Forward Looking Infra Red) Thermal camera. If you have some extra coin to spare, try one of these to enhance your investigations.
LIGHT SOURCE: When you're out ghost hunting, many locations no longer have electricity. Therefore, it's going to be really DARK. Bring some kind of light with you.
A compass, Deep Woods "Off" to repel mosquitoes, an armband to carry your recorder.