I think the best bet is a digital recorder (those ones that record in HD) and a high gain mic so you can hear every single tiny sound.
Some people also put in some steady "white noise".
The theory is, the noise of the whatever it is, static box or fan or whatever will be used by whatever.
try both ways I guess..see which ones produce the best results. Keep in mind though, this is paranormal stuff your discussing, so there is no actual
handbook on the right and wrong way to find/capture/record stuff...trial and error
Just remember to fully try and debunk your findings before calling it special...if you do your best to dismiss it but can't, then its
worthwhile...but basically don't try to make something that isn't there...pipes in homes will occasionally make some noises, etc...be aware of your
surroundings and potential sources of sounds that are less than extraordinary.