This is an always interesting topic, and while I do not wish to pooh-pooh anyone else's process or setup, I must take exception to Wikipedia as a credible source. I don't trust it; never have. Maybe I make the mistake of looking for controversial material in places that I shouldn't, but I find the ease with which people monkey about with the various entries distressing and disheartening. Wiki has become a battleground for Poindexters whose only claim to legitimacy is the fact that they've become part of the "in crowd" of people who police (some would say censor, others would say vandalize) the entries put forth by people who actually know what they are talking about. Despite Google's love affair with Wiki, I never look at the entry, preferring instead to zoom straight down to the bibliography and sources section at the bottom. At least those guys aren't total heathens.
But I digress.
For me, I tend to gather research as the project warrants. What I gather depends greatly on what I'm doing. For example, I have a small portable filing cabinet dedicated to Xeroxes and print outs from Blood & Thunder that I utilized in some capacity. I went with copies and Xeroxes because (a) some of the reference I found was not purchasable (like stuff found in the Harry Ransom Center's special collections), and (b) what WAS purchasable would have bankrupted me. It was easier to point and shoot what I wanted or needed, even though I would have preferred to just buy the book outright (especially now that I have a library to house such things).
Mostly, I'll buy a book, even if it's for one project, if I think I'll dip back into it several times. Some books, like the oversized reference books that DK publishes, are wonderful for such endeavors. I just bought Weapons, and it's all about the development of swords, guns, and so forth. The written info is standard encyclopedia-style stuff, really readable, but it's the huge full color pictures on nearly every page that point out the features and explain the inner workings that are invaluable to me as a writer.