You can skip 95% of the "ghost hunting equipment" out there. If you're measuring RF spectrum, the best tool for the job is an RTL-SDR dongle on a laptop, with a good high-quality antenna for the band you're targeting. Whole setup, including software (open-source) will cost you less than $50 USD if you do it right.

You can use a lot of the same software and a good quality microphone to measure the infrasonic and audible spectrum. But keep a separate digital recorder as well, which can be relatively cheap or very expensive depending on the quality you're looking for.

IR spectrum will require a thermal camera, which again, can be cheap or expensive.

Visible spectrum = handheld camera, security cameras, etc. Depends on how extensive you want to get in your recording and how many hot spots you're targeting.