I always find the north coast of Scotland a great hunting ground - as long as you give Scarpa Flow a wide berth for now. Just do your patrol grid and on the way back, sail west and east across the top of Scotland on the lookout for something. To make sure you maximise your chances of spotting something:
Double check your watch officer is on the bridge and not slacking in the cabin (use the F7 key and drop an officer with the 'watchman' qualification onto the bridge station. If you haven't got any mods that fix it, when you dive the watch officer goes to his bunk and stays there. If he's on the bridge your men will have a better chance of spotting something (the green bar above the bridge station tells you how effectively the bridge is operating)
Use your hydrophones! As has been said, you can normally hear better than the crew. Your hydrophones work at a very long range - longer than you can usually see, especially in bad weather. Your hydrophone operator will tell you if there's a contact and then you can head to cut it off. See some of the beginners' guides to interception to work this out - but very very basically, for a first attempt if he says 'sound contact bearing 270', you can turn in that direction and head towards it.
Further to the above, make sure you give the hydrophone man something to work on. They only work underwater, so I normally run for four hours on the surface, then two hours underwater. This mixes time on the surface to recharge the batteries, and time underwater to listen for targets. This also saves you a bit of fuel.
Overall just get out there and wait for them. If you pick a known shipping lane (ie a historical one, or a choke point as has been said), it'd be odd if you were sat there for more than 48hrs without hearing anything at all. All the guys have got some smashing tips here, try them all. If you still cant find anything let us know! Ideally with a quick summary/screeny of where you're going. Good hunting!
