Bring your folders (with summaries of previous research and research logs) with you every day, even if you don't think you'll need all of them. Leave the ones you don't plan to use in your car, so that you can get them just in case. When you arrive at a repository, look for pamphlets or other papers explaining what is there and where it's located. Find out if you need a special copy card, but don't buy it until you know you'll need to copy something! And don't be afraid to ask for help finding the records you need! At a regular college or municipal library, ask them to show you the local history/genealogy section and what special books, indexes or records they have. Ask for assistance using microfilm or copy machines if they are different than what you're accustomed to (this will save money on bad copies!).
Always find out if there are any books, indexes or other records that are unique to a repository, and search them! Many archives have card indexes to their records, arranged by name or location. Sometimes the indexes have been microfilmed by the Genealogical Society of Utah, but even then you should still search the index in case it has been updated since it was microfilmed (very possible!).
If you are in a small town, mention the surnames you're researching and maybe you'll get lucky. I visited the Southwest Arkansas Regional Archives to search their card index, confident that I would find my pioneer ancestors! Unfortunately, I found nothing at all. But when I told the librarian who I was interested in, she knew of the family. She called a friend who knew my ancestor's granddaughter and gave me her current address in Arizona! I never would have gotten that clue if I hadn't asked.
When you find information be careful about copying. With books, always copy the index pages as well as the title page. If the surname is unusual, copy every entry even if you don't know whether they are related. You probably won't be able to go back later! Also, make sure your copies are legible. I once copied a military pension file that another researcher had, but because I was in a hurry I didn't check to make sure I could read everything. Later when I noticed the copies were too light and some information was cut off, I wished I had been more careful.
If you don't find information about your ancestors, don't automatically give up. There might be records or photographs that help fill in some of the historical background. If your family lived in an area for a long time, look for pictures of the church they attended, Main Street, schools, etc. to include in a future family history. It's a lot easier to do it while you're on location than try to obtain photographs later.
Every evening, spend a few minutes organizing your research from that day. If you didn't take time earlier, write notes on your research log about what you found and didn't find, the condition of records, and anything else you want to remember. Make sure every document copy is well-labeled, and photographs or certificates are stored carefully. After a few days of research, things tend to run together in your mind and you may not remember as well as you thought you would! Reviewing your research every day will also help you stay focused and excited. Especially when you don't find what you're looking for at one place, it's easy to become discouraged and tired. But looking at your overall success will give you energy to go at it again the next day!
One last suggestion—if you need a break, take one. Go shopping, visit a local landmark or have a picnic at a scenic spot. Especially if you have other family members along, a short break can help everyone stay happy. Research can be tiring, but your trip should be fun, too!