(really any public library or university library will have databases that are useful for this)
Emailing professors/experts or meeting them for information.
History Sourcebooks (i.e. Internet Ancient History Sourcebook, all from Fordham University)
Google, of course be wary, use only reliable sources, websites ending in .org, .edu, or .gov are generally the best.
Brick and mortar libraries.  Librarians can help with a lot of research.
Newspaper Archives

If they made a self control program for Windows, I would be all over this.  It gets rave reviews from my writing blog friends.
This is great, it keeps all sorts of information about your characters, locations, ideas, chapter organization, anything you want it to.
This is a pretty good program for writers.  My problem is that it doesn't have spellcheck.  I do get a lot done when I work in Creawriter, it's easier to block out everything else.
Sticky Notes.
This is a built-in for Windows and I think there's a similar program in Macs built in as well.  You can make a limitless amount of sticky notes, color code them, and write as much as you want on them.  Very useful for when you get a line or an idea but don't really know where it belongs yet.
Perfect for keeping information about characters, saving photos, making lists, writing short scenes, bookmarking research pages and keeping your notes about it.  I use evernote for everything, including writing research and notes.
This program keeps family trees with all sorts of information, and if you need these for your characters it's a great way to keep the information all together.

Other Sites:
For Images
YouTube (great for landscapes or activities you're not very familiar with)
Polyvore (for getting a sense of your characters through their sartorial choices)

Authors' Advice/Articles:
Colleen Gleason (author of the Gardella Vampire Chronicles and more) wrote about her process here in three articles.  Research & the Paranormal HistoricalAlpha Male or Creepy Stalker, and The Hero's Journey.
Rachel Hawkins (author of Hex Hall, Demonglass, and the upcoming Rebel Belle) blogs here about her experiences in the writing world, as well as her advice for us would-be-published-writers.  Here are two posts she wrote about her road to publishing: Part 1 & Part 2.
Melissa de la Cruz (author of Blue Bloods, Ashleys, and the Au Pairs) wrote her advice to aspiring writers here.
Elizabeth Gilbert (author of Eat Pray Love) wrote her thoughts on writing and publishing here.
Sarwat Chadda (author of Devil's Kiss and Dark Goddess) compiled a list of tips and books he recommended here.
Lillith Saintcrow (author of adult books as well as my favorites the Strange Angels series) has written a lot about about the process of writing and publishing on her blog in the category writing.
Kelly Amstrong (author of the Otherworld series and the Chloe Saunders series) includes a writing FAQ page here.
Carolyn MacCullough (author of several novels including Once A Witch) has a page on her website for readers and writers here.
Cassandra Clare (author of The Mortal Instruments and The Infernal Devices, as well as a fellow Brooklynite) shares her advice here.
Vivian Vande Velde includes her advice on the subject here.

Most writers' websites offer advice and personal experience either directly in its own section or in the FAQ.