I go for anything that makes money. Its more difficult in the U.K. than say desert areas but you can go to sites where they have been located such as the farm in Wigan where one was seen coming down and check for scatter of other fragments. If there's reports of the direction it travelled in all the better as it saves a lot of time.
Best U.K. sites are the least used in the past ie areas of almost bare rock at the tops of mountains where man never cultivated.
I think many find them but don't realise. 99% stick to magnets and there's a few basic tests that can be done with a bit of biscuit fired pottery (like a flowerpot). Scratch a line and if black/gray its likely to be magnetite. Red/brown hematite. You want no streak. Then get out a file and check for shiny metal flakes.
There has been posts in the past re using the Spectrum/XLT VDI to I.D. the nickel/nickel iron but its a bit iffy as size has to be born in mind.