Researching possible previously unknown ancient and occasionally sacred sites is completely absorbing and leads to a very steep learning curve.
People have lived on these islands at least since the end of the last ice age and we're now constantly living upon and walking across evidences of that past. The UK is littered with previously unrecognised sites from ancient tools and domestic items to flint factories, dwellings, burials and entire villages covering the whole of that time period from the shrinking of the ice caps until now. I currently have two previously undocumented sites and one very poorly documented site that I'm interested in; one definately Neolithic, one possibly Iron Age and one possibly having been used during both the Iron Age and by Romano-Britons. I've found items ranging from neolithic flint artifacts to Roman tiles and Medieval pottery shards even within my own area and all within ten miles of my own home. There's still a lot out there.
Unfortunately it would be putting the cart before the horse to search for sacred sites before searching for sites generally. Only when any site is thoroughly investigated can theories regarding possible usage be proposed. It is highly unlikely that you will ever simply stumble across a previously unknown standing stone, henge, cromlech, dolmen or barrow in the UK. They're generally fairly hard to miss once the basics of recognition are understood and historians have been documenting them now for a very long time, you might even say back to the Romans and Greeks who's historians wrote treatise on Brittanica and of course through to the ever enthusiastic Victorian amatuers. We then of course move on to our more modern reinterpretations of those previous "finds".
Megalithic's a good website as previously mentioned and has quite a good "ancient sites" map section and there are a few Yahoo groups that would also help you.
http://groups.yahoo.comTake a look through their bookshops and directories for good archaeology educational sources. You can easily learn the basics of recognising ancient man made features as opposed to natural features, man made soil disturbances and colour variations, recognising the variations of structure and therefore dating of features on the ground and most of the other basic tools that you need. You really can't procede without these basics. Such publications will of course recommend a few do's and donts with regard to examining possibly previously unrecognised sites the like of which I'm sure you will have already encountered. It is of course absolutely vital that possible new sites are in no way damaged as a result of a simple and completely natural lack of knowledge. Get the required knowledge including codes of practice first, before touching a thing. If you're not careful you might find yourself to be the subject of prosecution if you don't apart from the possibility of damaging the suspected site.
As you mention; Place Names can help but being amongst the more obvious indicators these, as leads, will probably already have been investigated.
Ariel photography is constantly showing previously unknown sites but much of that visible archaeology dates no earlier than the medieval period.
"Field Walking".....after ploughing is an excellent way of spotting unusual soil variations and "foreign" objects such as chalcedony flint, a reasonable knowledge and understanding of the geology of the local area though is essential for this to be possible. Geological maps that will familiarise you with what you should expect to see as naturally occuring and therefore identifying things which might be man made or placed are available through Ordnance Survey. (see the link below) For example: it's always useul to know when a piece of non-local stone might be a glacial erratic rather than a neolithic artifact (best not to jump to conclusions

) or to know that a piece of chalcedony might not geologically belong in a particular area.
Local museums are good for finding out about previous local finds and for getting a feel for what may still be found in your area. If you build a basic knowledge and understanding of the site that you're interested in first and then approach a local museum curator with your theories they are usually only too pleased to offer additional advice....but don't let them completely steal your site which you may find will become something of a private obsession.
Talking to the people that are already very familiar with any area's can throw up some interesting possibilities though local myths regarding some sites can be found to be some distance from the truth on the ground. Listen to local myth but always take it with a large dose of salt. The site may exist but the local interpretation of the site is often misleading.
Old local archives can throw up some good and occasionally obscure leads that others before you may just have missed.
Ordnance Survey publish two maps that show known sites and that might prove useful to you. One is called "Ancient Britain" the other is called "Roman Britain".
You can find those maps through here:
http://www.ordnancesurvey.co.uk/oswebsiteHere's another good link to links for you:
http://www.athenapub.com/inet/guide2.htmWe're walking across our past every day of our lives.