First, every document I consult is assigned a number.
I begin with recording facts — what happened when — to a timeline. Over the years I’ve evolved a fairly complex method, color-coding and staggering the entries from the point-of-view of the main character: her personal timeline at the far left, then her family and friends, moving across the page with events in the world coming in on the far right.
This way, on any day, I can see more or less what is happening to my character, her loved ones, her enemies, and what is happening on the political front, etc. I reference each item by document number and page number, where applicable, and put my own thoughts in grey.
( I am now using Scrivener to record a timeline for a novel I am exploring, but the concept is the same.)
For facts about daily life and individuals, I use an outlining program such as OmniOutliner, referencing details with book and page number. (The image below is from Notebook, a Mac outlining software program that I used for over a decade but is no longer available.)
An outlining program is useful because one can search it easily. The important thing about a research method — any research method — is having a way to store facts so one can easily find what one needs to know.
Evernote is another very useful searchable database for research. I find it easy to email articles and notes to it, and send web pages to it as well.
And then, of course, there is what I call experiential research: the travel and other research (such as taking a Baroque dancing class, traveling on horseback, or spending a week in a silent monastery). I generally begin with the academic research; then, once I’ve written a draft and know what I need to know, I begin the travel and other research.
I write many drafts, continuing to research as I go. If I hit a dry spell, research will invariably replenish me.
See also: On organizing research.