Advantages

[chapy2]

What advantages does a private investigator have to obtain information in comparison to a private citizen?

[chrisr]

What advantages does a private investigator have to obtain information in comparison to a private citizen?

The short answer is none. A PI is not (by virtue of being a PI) entitled to access anything that a private citizen couldn't. The advantage a PI has is that they often know where to look, who to ask, how to ask, etc in such a way that they might obtain access to information that an ordinary citizen wouldn't, because they wouldn't know where/how to get it.

A PI can't access Police databases, demand information from people, etc, any more than you or I as John Citizen could do so. A PI's best asset is his or her intelligence, common sense and knowledge.. without that, he or she is a moron with a licence, and won't be very good

[Jockey]

The difference between surveillance and stalking is a license.....

And we then become stalkers once the surveillance is compromised and the target knows he/she is being followed and we know....

[DavidD]

we see who you voted for in the last elections and we come round to give you a hard time. 

but seriously,
Some skip tracing (search information) companies won't let you use their services without legitimate purpose.
Helps with some FOI applications as a legimitate reason to obtain information.

that's about it.