Although the majority of larger moths are nocturnal, there are a number of day-flying species and it is with 
these that most people will be familiar. They include, for example, the blue-and-red burnets and Cinnabar moth (left), the black Chimney-sweeper, and the yellow-and-black Speckled Yellow, as well as familiar migrants such as the Hummingbird Hawk-moth and the Silver Y. They may be looked for in the same places that you would expect to find butterflies e.g. flower-rich meadows, waste ground, embankments etc.
The majority of species rest during the day and, to avoid being detected, have become masters of disguise. Some will rest up amongst foliage, leaf litter, grasses etc. from where they may be disturbed when walking past or they may be actively dislodged by tapping the branches of a tree or bush. Many will rest on tree trunks, fence posts, boulders etc. and, as you would expect, can be very difficult to detect. However it is worth persisting because one soon "gets one's eye in".
Moths, like butterflies, are attracted to flowers. It is therefore worth checking the plants that the butterflies were feeding on during the day; but at night. You may well be surprised at the numbers of individuals and species on your Buddleia, for example. In the spring, sallow catkins are well worth looking at too.
Many moths have familiar caterpillars but many more have rather nondescript larvae or, in some cases, the larvae have never been found in the wild at all. The publication of Porter's book; Caterpillars of the British Isles, means that we now have a ready source of reference for identification. Nevertheless, many caterpillars can only be safely identified by rearing them through to the adult - and there is plenty of literature on this subject; for example Dickson's Lepidopterist's Handbook.
The larvae of a number of the smaller moths feed between the upper and lower surfaces of a leaf, excavating distinctive trails or mines. The shape of these mines, coupled with the plant on which they are on, can be used to identify the species that made them. In many case the mined leaves can be kept and the adult moths reared. It is a rather specialised field but is often the only way to get records for the species concerned. There is a website dedicated to their study.
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