Best advice I can give you is NOT spending a ton of money on stuff... I mean, you might get frustrated and quit because you don't capture anything your first, say... 2 dozen or more times out.
I use the basics. Digital camera, digital recorder, and a tripod. If I'm really feeling froggy, I'll bring my IR digital camera, my ghost box, and my camcorder. But keep in mind the less you bring, the less you have to lug around.
Every good paranormal investigator will have a few basics: A camera (digital, film, video, etc.), batteries, extra storage for the camera (flash cards, rolls of film, etc) and a ton of patience. Remember that you're not going to capture something right off the bat. You might not capture anything for years and years. But persistance usually pays off.
Don't only take pictures of specific things. Take pictures of everything. The paths, the trees, the fence, the stones... Everything there can lead to the next great ghost photo.
Oh, and one more thing... Be respectful while you're there. Above all else, remember that any cemetery you visit is the final resting place of someone. Respect their rest, and don't do stupid shyte like climbing on the stones or acting foolish like some child posing for his friend's YouTube video.