Do scientists investigate all natural phenomena the same way?

I'm not sure what you're asking. If you're asking if they feel the same thrill when they discover something, then yes. If you're asking if they make the same kinds of discoveries, then oh my, no. Not with the many, many different branches of scientific research that cover many, many different subjects altogether. A geologist and a biologist are unlikely to make the same kinds of discoveries since geologists work with rocks and soil while biologists work with living things.