For those interested in exploration of this kind, recommend checking out http://www.uer.ca/

Nice big database of spots. There are certain guidelines and unwritten rules, so try not to spoil it for everyone else.

Personally, the 2 on the top of my need-to-checkout-list for UE is Pripyat and the catacombs beneath Paris.

I've never felt more alone (as if I'm the only person left) when exploring long abandoned locations at night.