How to Dumpster Dive?

Lately, I've been hearing and reading articles on Dumpster Diving, It's something I'm really willing to do it since it helps reduce waste and many other reasons. The thing is where are some good places to look for food, clothes, random things, etc. When is the best time to go? And if you know of other helpful information. Please do share. I know already its illegal where I live. Thanks