It's been a long time since I've done research like this: I think of this method as "pillaging."
See, I open the book, which is a history of the city I need to know about from medieval times on. I skip all the crap up to the twentieth century. Then I look for neat little bits I can possibly use in my novel. I mark those pages with sticky notes. Later, I will type up some of those notes (since I don't own these books), and when I am writing happily along and need information, I will go right to my notes (or stickied pages, if I was too lazy to type it up) and there's what I need.
Some of the books I got might have only a tiny bit of information that I can use, but it might be information I wouldn't have gotten anywhere else.
I get a kind of lust going for useful facts. Sometimes they shape my characters or story. With The Great Novel That Was Cancelled, I ended up reading all about how the Belgians flooded huge swaths of Belgium to fend off the Germans in WWI, in painfully geeky detail. I got a great scene in The Moonlight Mistress from an Osprey book on trench warfare that taught me how to make a grenade from a jam-tin. I may not find anything that cool this time. But then again, I might. There's always something cool to find, somewhere.