For the most part, I don't research so much as I pick things up along the way. There are specific topics that I'm interested in and tend to dive into headfirst. It could be something I watched in a documentary, read in a book, perhaps caught on the news, saw in a blog, or heard in a podcast. There are many ways to find information, allowing an author to collect many viewpoints and sides of the same topic.
Why is that important?
You have to remember that you're writing about different characters from often diverse backgrounds and experiences. Otherwise, you'd simply be writing books about yourself, and who wants to do that? For this reason, it's vital to learn about how other people live, what their day-to-day experiences look like, and how they see the world.
The beauty of learning about topics that you feel drawn to is that you take in the information much faster than if it's something you're less interested in. When I'm drawn to a topic, I take it as a sign that it might just belong in one of my books. Also, if you're passionate about a subject, you will bring that same passion to your writing, and readers can feel it in the pages.
Of course, there are some less obvious places where you can do research. Overheard conversations, local gossip, things that capture your attention on the way to work, Facebook arguments, or even snappy comments your friends make to you in conversation: there are tons of places where you can get great ideas. When you're a writer, you're always in research mode, even if you don't know it. π