Bigger is Better?
It is a good idea to have more than one sized search coil; most detectors come with a standard coil between 6" and 8" in diameter. With optional smaller (3" to 4") and larger coils (10" to 12"). As a rule of thumb, the larger the coil, the greater the depth capability. Aside from their greater weight, main disadvantage of a larger coil is that they generally have much poorer target separation capabilities. Since the detector "sees" everything under the coil, a larger search area means that you are more likely to encounter multiple targets in a single pass. Your detector will often be unable to tell whether you are passing over one large target or a bunch of smaller targets. Situations like that causes missed good targets where they lie near junk. One way to get around this problem is to use a smaller coil. You can get coils for some machines that are 3" to 4" inches in diameter. The smaller coils work great when you are working close to a metal fence, metal playground supports, and parking meters. You won't find anything real deep, but you will find coins in trashy areas that other people have missed. My primary detector has 3 different sized coils, and I have used them all with great success. When I find coins and a lot of masking trash; I'll switch to the smaller coil and try again. Technique works, I pulled a 2 inch-deep Standing Liberty quarter out of a well-hunted city park that was masked by aluminum foil. The smaller coil also works wonders when you want to look up close along a metal fence or metal swing set. If I am in a spot where deep coins are likely to be, I will switch to the larger coil and go real slow.
Other Useful Accessories
Good headphones are more of a necessity than an accessory. Make sure that they are comfortable and durable. Each earphone should have its own volume control. You will obviously need something to dig with. I usually pack a long, heavy-duty screwdriver and an industrial-strength trowel. Most ordinary garden trowels tend to bend or break after a short period of use, so you need as hefty a trowel as you can find. A heavy, blunt knife works well for cutting slits in the sod. For rural or construction areas where you can dig without fear of hurting anything, short handled shovels come in handy. You will also a probe of some sort. An 8- to10-inch long skinny screwdriver with a blunted point will work if you are gentle; otherwise you risk scratching the coin. As long brass welding rods tend to bend and plastic probes often break, I usually use a screwdriver for a probe.
You will need an equipment belt to hang your recovery tools on. A well-designed lather carpenter holster works well. Carpenter aprons make good coin pouches; they often come with divided compartments so you can put trash on one side and treasure on the other. Carry tissue paper with you. You will want to wrap that good coin so it won't be scratched by any other coins in your pouch. If you plan to spend a lot of time looking in manicured parks or yards for deep coins, you should carry a square of plastic with you to place the dirt on while you are working a hole. That way you can pour the dirt back into the hole without leaving discolored spots. Some people use a Frisbee rather than plastic. That way, if things are slow, you can always play catch with the park dogs. A good set of kneepads will save your knees from rocks and pants from grass stains.
Be sure to carry extra earphones and spare batteries. Also, make sure that you have a coil cover attached to the bottom of your search coil. It is cheaper to replace a holed cover than a holed search coil! It is also a wise idea to carry some heavy-duty electrical tape; there may come a time when you need to make emergency repairs, like temporarily patch that holed coil cover. Good idea to have a carrying bag if you plan on doing much traveling. I've been to Hawaii a couple of times; had the detector broken down in my carry-on baggage. No problem other than the naturalized baggage inspector who couldn't figure out that box with all the wires wasn't a bomb. Finally found a supervisor that assured him that it wasn't going to blow up any airplanes.