Any place where a mysterious or violent death has occurred. A good thing to do is get this information by word of mouth and then go to a local library to get accurate times and details from their back issues of newspapers. This type of place could be a battlefield or a spot where a mass murder was committed, or maybe even the middle of some road where a person was hit and killed by a car.
Cemeteries, or old graveyards. Rumors of phantom and apparition appearances in cemeteries have been recorded in every culture of the world and far back into history. It's a good place to start and again you can check local records for the grave sites of people that have been reported to have been murdered or have had their ghost seen by people.
Castles, old buildings or hotels. Try to find a building that is more than one hundred years old. It's not a guarantee that it will be haunted but the older the building/hotel the better chance you'll have in finding some ghosts. If you can get past records or talk to someone that once worked there you'll have a better chance of finding exactly what rooms to begin searching.
Schools, colleges. Almost every college will have a ghost story. Some are worth checking into. Some hot spots in schools include kitchens, the gym and dorm rooms. Spirits have also been seen floating across the campus from dorm room windows.
Churches. Churches can be some of the most haunted places you ever find. There are churches that report hauntings by multiple ghosts. Some reports in churches include candles lighting and flying around on their own, strange lights glowing inside the church when no one is there.
Theaters. There may be some ghosts of past employees or actors and even people that just came to the theater to watch shows. Asking around should dig up some stories. There is almost always a dressing room or balcony that no one goes into anymore because of strange things happening.
Prisons are another great site to find some lingering spirits. Prisons like Alcatraz, now closed, estimate dozens of restless souls still occupy the cells. It's not just prisons but also slave camps or concentration camps. Anywhere that groups of people were held together with pain.