Trespassing, the act of wrongful entry to property, is an extremely noble hobby, and is not limited to warehouses; other sites include university & college buildings, houses, WWII bunkers and forts, churches, and other peoples gardens. Robbery is not encouraged.
For beginners, trespassing in gardens and farms is a safe place to start. On possible harrasment from neighbours/owners/police, you can always claim that you lost your ball, or your cat, in error, wandered in.
Churches are places of worship, but are also excellent places in which to trespass. Once you have mastered church-trespassing, you can move on to warehouses, bunkers and forts. These are much more interesting, but possibly house dangerous chemicals and ordanances.
Universities and college buildings are the next logical step, and are generally easy to get into. Possible entrances include care-takers rooms, and ventillation ducts. There is little challenge however, as trepassers here tend to go unnoticed.
The pinnacle of trespassing however is the office building. The joy of dressing up in a smart suit, wandering into an unknown office building (the higher the ratio of Chrome/Glass to brick the better), and sitting down at a random, unoccupied desk pretending to work until security takes you away is matched by little else. Try and strike up as many conversations as possible.