It is easy to go out and buy every peice of tech avalaible for paranormal investigations however, a few basic pieces of equipment is all you need to begin. 

voice recorder

A Voice Recorder:- This device is great for capturing EVP (Electronic Voice Phenomena) or any sounds that may be made whilst on an investigation.  these devices vary in size, storage and price but you can pick one of for a very reasonable price (starting from £10 upwards) 

EMF Metres:- It is well documented that paranormal activity is linked to a rise in electromagnetic field (EMF) readings. There are two types of EMF detector. The standard EMF detector gives you a reading on the screen. While it means you are able to record the exact levels you are being exposed to, it can be hard to read in the dark and you may miss rises in EMF during your investigation. However, the K-II consists of a series of lights that go from green, to amber and then red depending on the strength of the EMF field being generated. That makes them a great tool for monitoring EMF changes even in the dark.

k2 emf metre
finger poijnting at the reader

YOU: You are the best paranormal tool you can have, as you can hear, sense, feel, see, smell the environment....  as long as you dont jump at every little sound or movement and keep a rational head upon your shoulders then you will be asertain if that knock was the door or a ghost

Torch: Garanteed that you will be investigating in the dark or places with little to no light, so torches are the most essential piece of equpiment you'll need, enablling you to see any trip hazards (dog poo too if its outside) coming your way.