Private investigators have access to several databases that isn't available to the general public. Unless you are a licensed professional or a government entity, you are not going to have access to databases such as IRB Search, Delvepoint, IRB, or Accurint. These databases help Private Investigators pull massive amounts of detailed information about the people they are going after. Not only that, but a private investigator has the knowledge to be able to compile intelligence down to actionable information that can be used by attorneys in court. I use both IRB and Delvepoint, which together gives me access to hundreds of thousands of sources and over 79 billion public and private records. The software makes it extremely easy for me to track down massive amounts of data on anyone that I am going after.
The difference in skill between a private investigator and someone who is just your avid Facebook stalker is rather significant. A private investigator has both social engineering capabilities and habits to acquire intelligence much faster than an ordinary person. A seasoned PI will make better decisions in the investigative process rather than waste hours or days on irrelevant information. A private investigator is also less likely to get caught or in trouble by the police as they have a license on hand to perform the investigation. Whereas if an ordinary person tries to conduct surveillance you could be breaking laws you aren't even aware of such as trespassing laws or Gramm-Leach Bliley Act.
It also helps to have a licensed professional speak on behalf of your evidence acquired for the case in court rather than try to convince people yourself.