In 2011, a New Jersey private investigator was taken to court by the husband of a client who had hired him. The investigator had asked his client to plant a GPS tracking device in a vehicle her husband primarily drove (which was registered in both of their names). After being seen with another woman and caught, the husband discovered the device hidden in his glove box, and decided to sue the investigator for invasion of privacy. The judge ruled in favor of the investigator and the charges were dropped.
The point of this story is that any individual can attempt to perform their own investigations, but in most situations it makes more sense to hire a professional. A second point is that it most likely made it easier for the judge to rule in favor of the wife and her investigator knowing that the device was lawfully planted and the investigation was lawfully conducted. Evidence that is gathered unlawfully is not admissible in court, you may face civil suits, and a professional will come up with better results. In the end, an individual is much better off seeking advice and services of professionals.