Meteorites can be either rock, metal (nickel and iron), or a mixture of both. Stony meteorites are difficult to identify and outnumber metals, but metallic meteorites are easier to find. Rarely are chunks of metal found lying about. A metal detector can be used to search for metallic meteorites. Dry barren areas where there is little vegetation to cover up the ground and turn over the soil are the best areas to look. Dry lake beds are good places to search since wind can blow dust off of the surface leaving the meteorites exposed. Many meteorites are found on the Antarctic ice sheet.
There is an easy way to collect meteorites, but we must be satisfied with finding small metal ones. They are actually microscopic and are known as micrometeorites. Tons of these fall on Earth each day. To collect micrometeorites you need to find a place where they can become concentrated. The drains of a house or building work well since rainwater can wash particles off of an entire roof and collect them at the drain spout. Tile roofs are best since they drain very well and do not produce many other sorts of particles or debris.
To find the metallic micrometeorites, collect and dry some of the material from a deep bowl at the base of the drain spout. After removing leaves and other large debris, dump the remaining material on a piece of paper and place a magnet under the paper. Tilt and tap the paper so that all of the non-metallic particles fall off. The remaining metallic particles are likely pieces of space dust! To examine them, place the paper under a microscope. High power will be required to see them clearly. The micrometeorites will show signs of their fiery trip through the atmosphere -- they will be rounded and may have small pits on their surfaces.
Much of what you've collected are particles that date from the formation of the solar system around 4.6 billion years ago! They are the debris remaining from the raw materials that formed into the nine known planets and the asteroids. Most particles have been broken off or ground down from larger objects.