had a friend recently hire a PI to check on his girlfriend. terribly funny to me, but of course i managed to keep a straight face. he was referred by another, equally distraught friend. the going rate was something like $400 for complete cell phone records dating back 1 year. That was as that particular friend took it, but I think he was tempted to do the $2000 "nightclub package" deal - which was having the PI and accomplice approach the girlfriend at a club and see her reaction toward flirting (i.e. mentions a boyfriend, accepts drink offer, gives out digits, etc etc).
cracked me up pretty hard.
but in answer to the OP, i'm guessing that to be successful you need a) knowledge of what exactly the word "private" entails, b) a moderate level of connections, perhaps with the police as well, to obtain any worthwhile information, and c) acceptance of the fact that you may very well be beaten senseless for prying into private affairs.