I use Google Custom Search Engine, you have different options of how you want to implement it in, such as I-Frame, AJAX, and just basic html where you have a separate page for your results.

Its a really simple way of getting search on your site as it index's all your pages automatically without manually putting them in.

I personally using AJAX because it loads a small pop up with the results in and looks very professional a new.

Theres plenty of alternatives though if google is just not your thing.

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