The last few things I've written have involved a fair amount of research and world-building, which can be the kind of rabbit hole that Alice would envy. Over the years, I've found a couple of ways to keep myself from getting completely lost in the backstory, but it's definitely a work in progress.
I admit, I usually start with Google and Wikipedia when I'm looking for historical details. If nothing else, they are great places to begin and (usually) find links to more academically-respectable resources. Often if I just need to know something quick and concrete (what year did Pizarro land in South America for the first time?), this is where I'll stop. I can find the information that I need, and note it down somewhere that I'll be able to find it again - this is the part I used to have a hard time with. I use Scrivener now for a lot of my note-taking and outlining, and it makes it easier to find all the bits of randomness that I've found across the internet.
I try to devote a particular time to research, as well, knowing that I can start clicking through links and never get back to writing if I let myself. I try to get a lot of the fiddly questions that would require research out of the way before I start writing, as well, so I don't have to interrupt the writing process to stop and look something up. Of course, that only works when everything goes according to plan, and nothing goes off the rails - so, never. For instance, with the second Paranormal Investigations book, I realized during one scene that I needed to know about cryptography and what would have been standard knowledge in the 1940s. This was not exactly something I had been counting on, but it lead me to my next main source for research - the bookstore.
I prefer to go to used bookstores if possible, because it's amazing the kind of things you can find there that are out of print and near-impossible to find otherwise. Fortunately, I live in an area where Half Price Books has several stores, and Powell's is only a train ride away. Both places offer the excellent opportunity to wander through the aisles and stumble across the exact book you didn't know you needed, and another three besides.
Even though I am a devout Kindle fan, I still find that reading research books in dead-tree format is the most useful. It allows me to see quickly what kind of notes I've made, and lets me flag sections that will come in handy later. I still take notes separately, but it's nice to be able to mark a page and just note "go to sticky note on page X" to remind myself of a section of important material.
So, how do you go about research? Do you try to get as much in before you write, or do you let yourself stop and fact-check as you go? What are your main sources for information?