While I'm not writing historical fiction, I do think it important to do as much research as I can on my areas of interest. One thing that I have been researching quite extensively is sea travel. My novel has ocean-faring technology set at about the mid-1700s so I aim most of my research at around that era. I've found it best to research from a number of resources.
Fictional works (especially historical writers as they are held to higher standards). Pros: Events in the novel might inspire you; Assists in figuring out how best to describe certain parts of the ship, shipboard life, or certain maladies such as the sights, sounds, and texture of a ship; and it fills both your fiction and research quota. Cons: The author's research might not be as excellent as you assume. You might perpetuate certain myths. The terminology is rarely described so you normally only have context to rely upon.
Web-sites (general research). Pros: There's often a lot of pictures and explanation of terminology. It's easy to read. One good site for example is: http://www.maritimeheritage.org/ships/baltimoreClippers.html Cons: Many web-sites are just copy-pasted content from other web-sites. There's rarely any references or other ways of checking the validity of the content creator's research.
Author sites, Blogs, and Newsletters. Pros: Authors of historical fiction based on ships often include information that they've found. The author will often discuss how they do their research. Julian Stockwin, for example, offers a lot of information and even links to sea shanties and other such things. Cons: The value of the site really depends on how much research they do.
Non-Fiction Books. Pros: Books often include reference lists to let you know just where they sourced their information. More information is given, and in greater detail, than on web-sites that tend to be rather concise. Cons: Finding the particular piece of information you require can be finding a needle in a hay stack. Finding a book on the subject can also be tricky (try state libraries or historical societies first and foremost; public libraries in the port areas of town might have local history books; and universities might have some in their history section).
Interviews. Pros: You can ask them about their sources and where they got their information from. It's even better if you can convince them to read the trickier scenes in your book to give you technical advice (warning: they may really not want to do this). Cons: The interviews can be tricky to arrange.
The Real Deal. Pros: Who doesn't want to sail on a ship of the correct era? Will assist in picturing the ship and understanding certain restraints (speed, size, etc.) Even a very modern boat can give you a better understanding of the ocean. Cons: May be prohibitively expensive. Many of these ships are built along tourist lines and are by no means historically accurate.