I say we can just use this thread for that since we already kind of are.
The biggest thing in digging is persistence. Don't blackpill yourself and collect as much pertinent data as possible because you might connect dots later. 4plebs archives can yield more specific findings as can some of the lesser used boards on Holla Forums. Also different search engines use different SEO so use a couple different ones. The first thing I do is read the news, I try to read as many stories as possible about the thing from different perspectives. The thing you want to do is try to bridge all the gaps you can in the story. Then you start looking into key individuals, companies, etc in the story. Look into old publications and add pdf to your searches when you do them the second time. Learn how to research corporations and how to do patent searches. Build a file on each of them with links, screenshots, archives, and more. Old social media accounts are often unsecure and a gold mine of information.
How to not get blindsided by the news. Some news sources are better than others, antiwar.com is probably one of the best and it mostly does aggregation. That being said bad news sources can provide good information, if you are smart enough to read them the right way. For example: the WSJ opinion page sets the marching orders for the establishment GOP. The Washington Post opinion page sets the marching orders for the establishment Democrats. Salon will show what the far left in America is pushing. Breitbart tries to set the narrative for the Trumpist wing of the GOP, but was far more effective during the election. Also explicitly Jewish sources can provide good information too, because Jew for Jew news is relatively straightforward. The Forward, Haaretz, JTA, etc can be used to see what Jewish interests are focused on. Also they spill the beans on Jewish plots all the time. To clarify what I mean by marching orders: say there is a column in the WSJ that discusses an issue, Fox News will then convene panels to discus the issue, and everyone else will react.
Now that you have information you need to be able to analyze it. Heuristics refers to observable decision making. Most things aren't convoluted conspiracies, but actually just omit key details so the public doesn't get informed. Consider the principle of aggregation. My phone number isn't that important, neither is yours, but if we have a contact sheet that contains a bunch of phone numbers that is considerably more important. Aggregate against your target. Read and collect every story, social media account, public record, and internal communication that you can. If there is something at this point you can usually figure it out. Now you might have an important finding and possibly a question to drive further inquiry.
Now that you have your made a finding and have a hard to research question that's the time to start publishing this. I usually try to start with a high quality OP on Holla Forums and 4chan. Holla Forums has a higher quality discourse, while 4chan has much higher traffic. In the OP lay out your evidence, provide links, have a pastebin that summarizes your findings, and give direction to your readers. I like to get them to contact as many fringe news outlets and personalities as possible so that the story eventually breaks the mainstream. The way most reporting actually works is that a fringe outlet reports the story first and then more mainstream outlets start reporting the story if it hasn't been retracted a few hours later. When pushing the story into the mainstream you need to be able to summarize the key points in one sentence so they can make a headline. During this time push the most reputable source that you have gotten to report the finding to other sources.
Aggregation, evidence, analysis, and publication are how you do this properly.