The need to study, protect, and conserve archaeological heritage has enhanced the application of geophysical techniques as non-invasive and reliable tools to investigate fragile and valuable assets. This review presents the most popular geophysical techniques suitable for archaeogeophysical investigations, namely, magnetometry, ground penetrating radar, and electrical resistivity tomography, together with a series of multiparametric measures taken from aerial platforms (UAS). For each method, we recall the basic physical principles, illustrate the operative procedures for field investigation, and provide indications about data processing and modeling. We propose a flowchart to address reliable and effective geophysical investigations, from its planning to the development of the final archaeogeophysical model. We underline the integrated approach, in which the combination of various techniques allows the best results in terms of resolution, coverage, investigation depth, speed, and costs to be obtained. We introduce a suite of studied cases in which this approach has been applied successfully.