My personal opinion is that demons exist in several levels and powers. I have seen things to make me believe that they are working in many ways to influence people daily. I do believe some spirits are evil but only if they were evil when they where amongst the living. I also believe that there are Spirits called Trixters that will act like Spirits that some are trying to contact. I believe that they will follow you home from the haunted location for just about any reason they think of.
So I say that a protection prayer before and after is better than anything else you could do to let them know where you stand. Also it wouldn’t hurt to have some sort of object of your belief to reassure your belief that your Protection Prayer will work. Its known as a comforter in times of need.
Some will be wondering why ( I don’t believe I need Protection ) I am in any danger of a spirit or demon following me from a Investigation. What You believe is just Your opinion and not fact. I decided when I started the Investigation, the amount of time it takes to say a protective prayer at the beginning and at the end of an Investigation is so small that I may as well do them. Plus if they really do prevent the spirits from following me from an Investigation then it is more worth the time and effort to do them.
Not everyone will be comfortable saying a prayer if they don’t believe in a Christian Way, Actually for those that are of other Beliefs, I would do a Prayer of protection in your own way. It can save you some trouble by Just modifying one of these Prayers to fit your Belief. A few types of opening and closing prayer you can use for protection.
Saint Michael the Archangel, Defend us in battle Be our protection against the wickedness and snares of the Devil May God rebuke him, we humbly pray And do thou, O Prince of the heavenly host, By the power of God, thrust into hell Satan and all evil spirits Who wander through the world for the ruin of souls.” Amen.
A closing prayer could be such as this, In the name of Jesus Christ, I command all human spirits to cross over into the Heavenly Light of Jesus Christ. I command all inhuman spirits to go where Christ tells you to go, for it is He who commands you”
For non- secular prayers, you can look online or talk to local people to come up with one of your own.