One thing you will want to do is write down questions as they come to you. These questions will help focus your research later on or may give you clues as to what you need to be searching at that time to solve your current problem. Along with the research question, you will want to also record the date and the specific person or family the question refers to so you don't waste time trying to figure it out later. These research questions become a to-do list that you will want to complete sometime in the future if you do not spend time on them at that point.
Another good idea is to document your research well, especially those facts that may be questionable, such as gaps between children that you have found explanations for. You can include the documentation in notes on the computer or in the research log. You can tell there is sufficient documentation when another researcher can pick up your information and see exactly what still needs to be worked on and what you have solved.
It is also wise to take time directly after a research session to record what you have found and not found and where you can look next time. This will keep you from duplicating research. Printing out a new family group sheet each time new information is added in this process will also help avoid duplicate searches, as you will then have all the information from recent finds.
You may also want to keep track of your research in a calendar type format. You can record the date, which individuals you worked on, and what you would like to do during the next session. This will help you stay focused and prevent having to go back to the records you have collected to analyze information time after time trying to decide what needs to be done.
In addition to recording your research results and keeping a calendar each time you do research, you may also want to write out the fruits of your labors in a report. It doesn't have to be fancy, but when you write a report, your mind is able to analyze information and you may see things in a new way. These reports may be easier for you to read than the names and dates on a group sheet or pedigree. As you read through reports written after different sessions, it is also easier for your mind to realize something you missed earlier and solve a problem that your one search alone couldn't have bridged, but correlated information from different searches was able to fill in.
These are just a few things that can help you as you do research to make your time more meaningful and your searches more enjoyable.