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Look for train tracks if you're trying to find abandoned industries. Bonus points if you're in a smaller town, as they will likely be disused.
In big cities, you're going to be tempted to go to abandoned places at night because it'll be harder to be seen. But remember that a lot of people use these places for shelter during the evenings, so it's actually better to go during the day.
Also, always bring some form of personal defense. Just a boot knife, if nothing else.