The first thing you want to do is avoid sending people to really seedy parts of town where someone could get hurt or worse. I guess the rule you should use is if you would not send your mother to the place then don’t send your treasure hunt players. It may be great fun for you to hear how your players got trapped in an old abandoned building all night while looking for one of your clues but to the players it is not fun and they may strike back. So be careful when creating your course and setting your clues.
Make sure everyone knows to leave the clues where they are so the next person can find them. Sometimes it can be a clue treasure game race where the first person to each clue keeps it but that can get boring fast and what happens if the person in the lead gets lost? So make sure you not only tell the players to leave the clues but also try and use clues that other people will not take either. Many times the best way to do a clue treasure hunt game is use existing landmarks and map out the course with clues on a piece of paper you give the players. That way non-players don’t walk off with your clues.
No wild goose chases. It is tempting to send people on a wild goose chase and set fake clues and mess with everyone’s mind but the reality is that most people do not enjoy that especially when they may have spent hours, or even days, following what could be fake clues. Keep your clues real and make sure they are clearly marked in some way so that when players find a clue they know it.
So those are just some of the guidelines to making a clue treasure hunt game and making it a little more fun for everyone. Remember that your goal is not chaos but rather the completion of a course so make sure that you clearly mark that course and map it out so that everyone has a chance to succeed. The only really fun clue treasure hunt game is the one that gives everyone an equal chance to make their own mistakes or chart their own success and potentially win the game in record time.