Go where the website suggests
However, it doesn't always work the way we intended. When sites suggest things to you, they can make mistakes. Therefore, I have a heuristic that I follow which says always go where the software suggests I go. Here's an example...
Last week while playing around with the new mint data website, I was greeted with the "City not found" page several times.
A feature of this page is that it suggests a page for your to visit next. Often, it's a state. However at point point I was able to get the site to suggest I view spending for the entire USA. Using my heuristic, I followed the link and was greeted with an excellent java exception.
Rewarded with this exception, I was able to determine that the site is written using Java (sprint and hibernate), runs on Apache (and the version of Apache). I also have suspicion of what to do next. After seeing this issue I started trying custom URLs and was able to get several different exceptions. Some of which gave me additional insight into the site structure and possible test ideas.