1. Always have permission.
If a building is in a remote location and you can't contact the owner, and there are no "No Trespassing" signs around, you can probably go in anyway as long as you aren't there to do something bad. However, if the building is where other people may see you going in, or there are "No Trespassing" signs up, you MUST get permission before going on the property. The best way is just to ask someone at the nearest occupied house, if they don't own it they may know who does, or may tell you it's alright to go in.
2. Tell someone where you are going.
If you must explore an old building alone, let somebody know where you will be. This way someone will know where to look if you should need help.
3. Watch your step.
This is extremely important to remember. If a floor doesn't look strong enough to hold you, there are holes in it, or it starts to creak or sag when you step on it, don't go any further. Even if you don't weigh much, don't assume that a rotted floor will hold you. Also, if the floors are cluttered, be careful not to trip over anything. Another hazard to avoid, outside of some old houses, is an open well - these may be marked but may also be hidden by tall grass.
4. Watch out for animals.
The animals you will most likely encounter, such as birds and rodents, are of little threat to humans (birds may present a threat to clean clothing though). Larger creatures such as stray cats, raccoons, or porcupines aren't usually a threat but they may attack if you get too close. In some areas, small insects may be the most dangerous thing you encounter; always watch out for bees, hornets, wasps, ant colonies, or other insects that may sting or bite. Poisonous spiders, such as the Black Widow or Brown Recluse, are rare but can live in old buildings, and are well-worth keeping an eye open for. For this reason (and others), don't go into a darkened area without a flashlight.
5. Behave yourself.
Don't make noise or do other things that will attract attention, such as having parties. Always respect the property and its owner (see #6)
6. Leave things as you found them.
Never take something from a building without permission. Never, EVER vandalize an old building in any way, even if it is in terrible condition. Leave it as-is so that the next person can have fun exploring it.
7. No smoking.
Never smoke in an old building - if you cause a fire, the consequences could be deadly.
8. Look out for suspicious or illegal activity.
In highly populated areas, old buildings are sometimes used for drug deals or other illicit purposes. If you see something or someone that the police should know about, leave the area immediately and call 9-1-1. If a building has a history of such activity, you should stay away from it altogether.
Things to take along:
1. Camera / video camera
A camera or video camera is a great way not only to document your adventure, but preserve images of a building that may not exist for much longer.
2. Flashlight
This may come in handy if you want to explore a darkened area. Never use a match or lighter in place of a flashlight!
3. Cell phone
This could come in handy if you need to call for help, or need to know the location of something such as an open well.
4. Face mask
Many old buildings contain hazardous levels of mold, animal feces, or other things that may be quite unpleasant or even dangerous to breathe. In such places, a decent mask or even a respirator is a good idea. If you have respiratory problems such as athsma, you should avoid entering such places.