Finding Regulatory Elements: How Have People Been Doing This?
As it can be seen from (more or less recent) discovery, most of the regulators were discovered through specifically designed experiment to exhibit one particular factor. Several examples include:


The discovery of Sp1, the first eukaryote transcription factor to be discovered (as described in the video linked in the comments)
The discovery of the Lac operon in E. coli.


None of these were intended to be screens for regulatory sequences in general. If you are looking for regulatory sequences of a specific gene, the technique of reporter gene, combined for instance with a random mutagenesis screening can provide you with a mapping of regulatory elements. 

The following article might be of interest to perform a screen based on UV-mutagenesis: UV mutagenesis in Escherichia coli K-12: Cell survival and mutation frequency of the chromosomal genes lacZ, rpoB, ompF, and ampA.

If your question is more general: "all the regulatory sequences associated with one gene", then this question is generally unanswered, and can probably be better tackled first using bioinformatics analysis (such as promoter prediction, etc).