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COLLECTING BOTTLES
You find bottles where they are.  You never know.  But you can count on the fact that in the old days there were just garbage.  So any place that garbage would have been discarded, you will find them.  They will be mostly buried.  It's a treasure hunt!
In Utah, bottle collecting started in the 1950's.  There were many of the early city dumps still available so the majority of collectors were "dump diggers".  You would head to the dump when you had time and dig til dark and take home boxes of treasures. 
When the easy dumps were gone, you had to scout around in the fields looking for signs of rust and ashes.  You would then dig a hole and follow the layer of old trash.  Sometimes it would be a new dump.  Other times just a trash pit.  Those also became scarce. 
So you would search for Ghost towns and encampments.  Then you started to get permission to dig on individual lots and search for trash pits and the most common trash pit was the outhouse or privy.  At present the die hard diggers take a steel probe and get permission to search for the privy on constructions sites and private property of houses that were built in the 1800's.  It's alot of work and very time consuming.  There is not much more coming out of the ground.
However, there are many collectors that sell and trade their collections and almost every state has an annual bottle show.  Of course there is EBAY too, so you have access to bottles all over the country all the time!  So there are still many opportunities for the collector.
 

It's hard to see clearly but the bottle on the right, even though it's purple, you will see a light seem that goes up the neck and over the top.  Notice also the nice symmetry of the lip.  This bottle is machine made. 
On the left you will notice the seam stops just at the neck and the top is hand made. 

Is it Old?
Almost everyone has an "old bottle" somewhere.  The term antique is somewhat subjective and a bottle doesn't even have to be antique to be collectible.  What collectors look for is bottles that were hand made.  The date that I use is pre-1915.  Around that time, the manufactures began making bottles by machine.  The better the machines became, the bottles became more consistent and lost alot of the unique characteristics that make them collectible.  PLus they could be pumped out in mass quantities. 
To determine hand made, you have to check the seam of the bottle.  Generally the bottle was molded in halfs.  You will find a line of glass seam running up the side of the bottle and, if it was hand made,  the seam will stop about an inch from the top and it looks like the lip was spun or tooled by hand.  On a machine made bottle the seam is much finer and will go clear over the top lip.  Plus, hand made bottles are usually all unique.  They have lots of flaws, bubbles, color variations and are generally crude.  That's what makes them so special. 
Plus , the older bottes used to Emboss the name and content in the glass.  It makes them identifiable and provides a way to give them a pretty exact date in time.
One of the fun aspects of old glass is that clear bottles that are pre-1915 turn amethyst when exposed to the sun's rays.  The chemical in the glass that was used to make them clear, reacts to ultra-violet rays.  Some turn quickly in a year and some take years.  They all turn different.
None of the other colored bottles turn, only the clear. (ok, some milk glass will go pink.)
The machine made bottles generally went to an applied label.  Plus the pure food and drug act  eliminated the outrageous cure-all entrepreneurs and paved the way for mostly clear glass so you could see what you were getting.   Of course there are still many collectible newer bottles.  The factors of shape, color and embossing still apply to machine made bottles.
Is it Valuable?
 
There are still large quantities of antique bottles.  Even though they are 100 years old, they are not all valuable.  For each good bottle you will find a hundred that aren't.  So let's start with the least valuable and work up. 
Blanks- These are old bottles that were labeled.  The label is worn off and you can't identify what was in the bottle.  It is old and interesting but will only be valuable for it's age and at best will bring a few dollars.
Color - The most common colors were aqua and amber.  The clear ones go purple in the rays of the sun and seem to be more interesting to potential collectors.  Then you move to the other colors, olive, honey amber, greens and every other shade possible.  Milk Glass and Cobalt Blue bottles are more desireable.  The color will make a bottle more collectible than another.  Many collectors look for their favorite bottle in a variety of shades.
Shape - Unique shapes and styles will add value.  A figural bottle is more desirable than a plain shaped bottle.
Embossing - The embossing provides the final touch of collectibility.  You can identify the bottle uniquely and determine it's rarity.  It's what separates the good from the bad and is what gives the bottle it's special place in history.  However, the most successful entrepreneurs also made the most common bottles.   So embossing is better than blank, but not  always a value adder.
Rarity -  When you get all of the above factors together you can determine the rarity.  There are many bottle pricing guides in bookstores and in libraries and many sites that will tell you the value of your bottle.  Do some research, have a good time and see if you have found a treasure!
How do I clean it?
Most of the bottles you find will be dirty from being in the ground or being in a trash heap for 100 years.  Scrubbing the outside is easy using a brush or tooth brush and a soft scrubbing cleanser.  Steel wool could scratch the glass.
The inside requires a bit more artistry.  Use a small brush like a percolator brush to get what you can.  Use a larger brush for those with larger openings.  Sometimes a product like Lime-away will loosen some of the deposits inside. 
For tougher dirt, you need to use sand  or fine gravel, or some tumbling type agent, inside the bottle and shake it around to get the dirt out.  
In many cases, the soil that captured the bottle when it was thrown away will etch and cloud the glass with a haze or opalescence.  That won't come out.  It is now part of the glass.  In that case, your primary alternative is to tumble the bottle.  This is usually reserved for more valuable bottles.
Final Note
Even though the opportunities for easy digging are limited, there are still many bottles in the ground.  Be aware and get involved.  If  you know any diggers,  have them tell you the stories.  You can still make some wonderful finds.  Plus, I have always been active in collecting even though, I haven't been digging for 20 years.    Try  E-Bay Many collectors have items there.
Glass breaks.  They will always be more scarce.  Buy, sell,  trade.  The investments I made over the last 10 years have more than doubled in value.  But once you are bitten, there is no cure.  Happy collecting!