The scope of a search may vary depending upon: (1) where you intend to use the mark; (2) which industry you are selling your goods or services; (3) how much money you are willing to spend in a search, and (4) your tolerance of the unknown, or legal risks in general.
Generally speaking, a good search will include identical marks in all industries, and confusingly similar marks within your own industry or industries. To the extent that you have enough money, and you don't tolerate risk well, you should pay for a professional search firm to conduct a nationwide search of all existing and pending state and federal government registrations, and perhaps even Secretary of State filings, which are not part of most firms' "full search" requests. If you have even a remote interest in expanding internationally, then you should also conduct a similar search in any country or continent in which you think you may expand. However, if you are low on funds, and highly risk tolerant, then you must, at a minimum, still search obvious places to find possible prior users of your mark, including, but not limited to, the yellow pages, the Internet, and any industry journals in all the regions of the country in which you plan to conduct business.
Recent court decisions indicate that failure to conduct a reasonable search may be deemed "bad faith" in an infringement lawsuit, particularly in light of the ease of searching online databases, and especially for larger companies with the means to investigate prior rights. Furthermore, even if you don't plan to immediately operate in an adjacent territory, you should still conduct a search there because businesses with plans for expansion into your area may, in some cases, have prior rights in your area. (See the doctrine of natural expansion).