It's always an interesting topic, as there are mixed views. Some approve, some don't. It's easy to get tarred with the vandal/grafitti/chav brush just for doing something 'you're not supposed to'.
Also, there are two ways to look at it. Some use urban exploration (UE) as a means to find new photo opportunities. Others, (like myself) use photography as a way of documenting what's found, and started exploring long before taking a camera/sharing finds on the web. Consequently 99% of my photo library is UE-related - I don't really photograph much else on the whole.
The link above is a good source of information, although I'm sure you can find plenty of more camera-specific advice here too.
As always though, I should advise anyone who tries this to be aware of the dangers, particularly in disused/abandoned sites, and also to be aware of laws and restrictions and how they apply. Although trespass itself is not illegal, forcing entry is (and constitutes criminal damage, not breaking and entering - I don't believe such an offence exists).
So be respectful of the location, and take care of yourself. Because when you think about it, it's natural to want to explore your surroundings, and not just confine yourself to more usual spots. In fact, trespass is by no means a requirement - when I used to take photos in Liverpool a lot, I found the rundown industrial areas at the north end of the town far more interesting than the tourist-infested Albert Docks, etc.