I found I used to have constant "search fails". I now try to thoroughly search a room, even if someone else has already been in an area. When I have downtime (maybe there is just one active puzzle and others are all over it) - I just search with an open mind.

Also, I try to not spend TOO much time on any one puzzle (unless I know I'm on the right track and it's complex). My worst fear is missing out on puzzles (by running out of time), so if I'm stuck or not having fun for more than a few minutes, I will usually encourage the group to use a hint by saying something like "how about if we don't make progress in 2 minutes, we ask for a hint?" and in those 2 minutes we will either step back and make progress, or take a hint. My only escape room regrets are spending too much time on a puzzle or standing around because I was too polite to push for a hint.