There's research in books and then there's research in the field. I advocate a good balance. We have some amazing people working in the field daily, but if they don't do some research, their experiments go stale. If one doesn't learn about the history of a property and goes to investigate and misses the entire backside of the building where a family was slaughtered, they just important information they could have gathered in the field. In that same vein, if a person studies concepts, but doesn't try to apply them, he gains no new knowledge, only that of other's.
True discoveries are made by head in books and feet on the ground.
Keep meticulous logs to show the actual layout of rooms, marking where activity was, keeping times and date, temperature, solar activity, and even the moods of the group who is investigating.
Research all you can about the history of places, history of evolution, history of UFO sightings, looking towards some of the earliest knowledge before the stories were passed around too much. I often get books on early explorers to learn more about the legends of natives before they were affected by settling or disease killing them off.
Novel approaches: Don't be afraid to try something new or answer a question about the phenomena. When I was wondering why we have to ask questions out loud if ghosts don't have auditory canals, I wondered - what if everyone in the group thought the same question at the same time? Might our EVP be more effective than 4 or 6 people with wandering minds?