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, colour-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, on the political front, etc. I reference each item by document number and page number, where applicable, and put my own thoughts in grey.
The timeline for Mistress of the Sun (which became the timeline for The Shadow Queen) grew to over 600 pages! There were times when I thought I was writing a timeline, not a novel.
For facts about daily life and individuals, I use Notebook, a Mac outlining software program, again referencing details with book and page number.
An outlining program such as this one is useful because I can search it easily. The important thing about a research method — any research method — is evolving a way to store facts so one can easily find what one needs to know.
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 monastary). 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.