I love writing and running investigative adventures. Indeed, although I will play virtually any style of adventure in any system, I find myself GMing virtually nothing else. This brief note discusses the advantages and disadvantages of this style of adventure, and a very personal discussion of how to write and run these adventures.
Perhaps the most obvious advantage of investigation as a mode of adventure is that players can be challenged, and have a real feeling of accomplishment when their alter-egos manage to work out what is going on - rather than the more vicarious thrill of a fine shot or skilful piece of blarney. Additionally, because the emphasis is often on thinking, interacting, and covert investigation, violence can be minimalised without any lack of tension. There is no need to introduce a fire-fight into a session, when a new lead will produce a similar effect. Thus, GMs who get bored running RPG wargames can minimise the nasty process of resolving combat. Also, they can run detailed, high mortality combat systems without too much fear that they will be faced with dead PCs at an early point in the game. More theoretically, the investigative adventure can lead to a good balance between story-telling and free-form GMing styles. There can be elements of 'story-telling' in terms of plot twists, ironies and the like, without the PCs feeling they are trapped in someone else's story. The narrative/dramatic elements the GM wants to introduce can be introduced for other characters - the ones in the scenario the players are looking into.
There are, of course, disadvantages. Role-playing can take second place to the players' working out what is going on. Additionally, a very tightly written investigative adventure might actively penalise players who opt for the role-playing rather than 'optimal' approach to a problem. Secondly, preparation time. The way I write investigative adventures factors in at something like 2 hours' preparation to 1 hour's playing. A lot of the preparation time is staring at the bathroom ceiling thinking about how bits of plot fit together, but all the same it is very time-consuming. Another time related issue is that of playing time. Investigative adventures almost have to be episodes - ideally played in a single session, or within very close proximity to one another. Otherwise, players (and GM!) can lose track of the plot, clues discovered, theories mooted and the like. Similarly, investigative adventures work much better if there is some unity of time/place in the adventure. I have tried investigative adventures spread over (literally) continents and game-months, and some of the drive dissipates. Finally, a certain level of cooperation is almost essential within the party. PCs who hoard clues can be fatal - both to the flow of the session, and to the PCs themselves. Messing around with this principle can produce some good results, but not as a matter of course.
Once you have decided to run an investigative adventure, you need to write it. Personally, I never run published adventures, although I happily nobble them for plot devices, characters, and occasionally technical things like floor-maps and game statistics. This is how I write investigative adventures.
Once you have written your adventure which, as I have indicated, can take a very long time, you need to run it. I have four tips which I have found generally applicable to running this style of adventure. Firstly, know your material. It is quite acceptable to have detail in notes, but you need to know how things fit together in general to be able to do justice to PC weirdness. Secondly, stay flexible.The PCs might need to acquire certain information to work out what is going on, but that is not to say that they need to acquire the information in the order, or by the means, which you had in mind. I have had some great fun watching the PCs talk themselves into a (plausible) plot because they choose to investigate leads in a different order from that I imagined. The PCs are in your plot already - they are investigating it - do your best to avoid laying down how they should explore it too! Thirdly, make the players feel they are in a complex world, where not everything that happens is relevant to "the plot". In particular, flesh out the little scenes which in your notes read "When the PCs visit Harul the Baker ...". I've already noted the dangers of investigative adventures for role-playing - the cameo is a way around that. Finally, don't be tempted to introduce and give away vital information, or worse still invent new clues (which will probably be inconsistent with something at the other end of your notes), if the PCs seem to have ground to a halt. If you wrote the adventure properly, they do have leads available to them, if they can just come up with the right approach. This might seem a bit brutal, and can lead to PCs bashing their heads against the wall, and some groups will prefer to adopt more of a pure story-telling approach. I have two personal exceptions to this strict regime (i) the GM spots a fatal flaw in his write-up that makes it unreasonable to demand the PCs to solve the mystery on the clues originally written up; (ii) the GM has just watched a rule-mechanic/unlucky die roll deprive a player of a vital opportunity even though they made no mistake. I've had to invoke both.
My final warning on running investigative adventures is about groups. From my own experience, if you run more than a few of these adventures, your regular players will begin to get a feel for the way your mind works. Even if you rip a lot of ideas off from other sources (and who doesn't), the basic framework will reflect your personality more than you might imagine. If you are aware of this, then you can play with your players' expectations, and stay fresh. You can also begin to set more difficult conundrums for them, confident that they are practised enough to pick up subtler clues and more complicated relationships. The real problem comes when the players reflect a mix, not just of personalities and experience, but in experience of playing your investigative adventures. I have had a group consisting partly of players used to my way of looking at things, and partly of (friendly) strangers. The strangers had a great time, but commented that they wished they had known the setting as well as the other players. It was a new setting, which neither group had played before. But the conventions of my genre were known to one group, and not the other.