The television series "Bored to Death" stars a writer who practices private investigations without a license in New York, a state that requires licensure for private investigators. This is a humorous situation for a fictional story, but it would not be so funny in real life because unlicensed private investigators conducting investigations in states that require licensure are inviting possible arrest and fines. As of May 2011, five states do not require licensure for private investigators: Colorado, Idaho, Mississippi, South Dakota and Wyoming.

Choose a state that does not require licensure. As long as you conduct investigations in one of the five states that do not require licensure for private investigators, you are free to advertise your investigative services, transact business contracts with third parties for investigations and subcontract investigative work with out-of-state private investigators. However, do not confuse no licensure with no need to study the profession. It is imperative to learn appropriate investigative skills and to understand and abide by statutes that affect the profession.

Register for a course. Many classroom and online courses offer instruction to prospective private investigators, covering topics such as investigative tools, techniques and the legalities of the profession. In Colorado, one of the states that does not require licensure, private investigator Rick Johnson teaches The Private Investigators Academy of the Rockies. Veteran private investigator L. Scott Harrell, founder of CompassPoint Investigations in Florida, offers online courses for new private investigators at BeAPrivateEye.com.

Join private investigator associations. Regional, state and international investigation associations offer memberships to both licensed and unlicensed private investigators. These memberships provide opportunities to network with other investigations, learn about state-of-the-art techniques and advertise your services to associates who might require investigative services in your state. PI Magazine lists private investigator associations in the United States and throughout the world.

Market your services. After all, you might be a talented private investigator, but nobody knows unless you advertise your background and services. Examples of marketing tasks that cost nothing are writing press releases about your business through sites such as Free-press-release.com and PRLog.org and posting news about your investigative services on social networking accounts such as Facebook and Twitter.