It depends on the book. My first book, The Shadow of Tiamat required very little research. Most of the lore I either invented, or drew on my own knowledge. Subsequent books have required slightly more research. Sometimes I check things out on Wikipedia, but only when it's not something really important, i.e. something that absolutely has to be accurate. In those cases, I do a Google search, or find someone who knows.
I have several books about mythology and supernatural lore that I find very handy. One of the best is The Encyclopedia of World Mythology by Arthur Cotterell. Another book I find handy is Peter Haining's A Dictionary of Ghost Lore. The latter is one of the oldest books in my collection, and was a gift to me by my father when I was very young. Since some of my books involve things from ancient civilizations, I've used an online Bible for reference. That particular site allows for multiple versions of the Bible to be searched at a time.
Though not so much in my first book, in subsequent books firearms play a decent sized role. Particularly in Max's book and in the third and fourth of the Dragon's Blood Chronicles, where there are a more gunfights. Jane's Guns Recognition Guide by Richard D. Jones and Andrew White packs a lot of good firearm information into a very small book with color illustrations. The Book also gives information about how to check and disarm the weapons. This book was intended as a forensic diagnostic tool for military and police, who often have to deal with a variety of firearms in their work, and need to be able to tell what they are and how to handle them safely. Another book I use, though not for its intended purpose, is D20 Weapons Locker by Keith Potter. This book was written to be used for the D20 Modern role playing game, which is basically a modern (or futuristic) version of the 3rd edition Dungeons and Dragon's role playing system. The book lists thousands of firearms, and even has some black and white illustrations. There are some inaccuracies, as the book wasn't meant for scholorly or reference use. But, it does give a history on many of the weapons, and what in which countries they are in use.
The handiest research tool I have, however, are my family, friends and acquaintances. For example, when writing Max's first book, I needed to know how much a woman would be showing after 8 weeks of pregnancy. I asked three women I knew who were mothers, and got the information I needed. Likewise, in one of my books a female character needs a very expensive, very attractive dress for a party, something from a known designer. I asked my wife, since she knows a lot about that stuff. Friends who have lived in other countries or different States also provide information when I need it: I have only to ask.