For most novels, there would be some kind of research involved. If it's a historical, obviously you are looking at considerable amount of accurate information to portray the time period correctly. If it's contemporary romance, thriller or women's fiction perhaps the only research needed are some facts about the place, your character's profession, or weapons. Regardless of what or how much you need - you need research.
When do you do it? Do you start with research, and then write the book? Or do you write the book and then fill in the holes?
I have done a variety of things for various stories I have written, but now the best approach for me is to write the book, leave the final research till the end. Of course during the course of writing / revising, I might look up things, sometimes read books that might inspire me on the subject, but for anything that needs to be specific and factual, I don't worry about it until the end.
The main reason for this is that research is fascinating. With the Internet, there is endless array of resources available at no expense and in the comfort of my own home. So once I get going, it's hard to stop. One topic inevitably leads to something else that is fascinating and so the chain of research continues, collecting information that is no longer just for the book.
There is nothing wrong with learning more, gaining new knowledge, but if our goal is to write a book, to finish it, then the focus must be there. Unnecessary research cannot be counted as part of productive writing time.
Leaving it after the initial story has been written makes it easier to focus. I find out what I need, and go back to my draft, because then the emphasis is on making the draft better. The lure of new information is easier to avoid.
How about you? How do you do your research?