Most important thing I have found is to be patient and take your time. Give the animal ample time to expire. If he is dead already... he'll still be dead an hour or two from now.

Mark your last blood.... and maintain a trail! Things look a lot different in the dark and with your eyes on the ground most of the time, you can end up very lost very fast... make sure you tell someone where you are going in the event you do get lost.