When I began my current book, I had only an idea about main characters. This idea, incidentally, was provided for me during short story brainstorming on twitter, by Dan Krokos. It was a funny thing he said, but it caught my attention because I'd been thinking about its main characteristic for a year or so, in the back of my mind, like this: "Hmmmmm... what if..."
After receiving the prompt, I obediently wrote the short story, but I loved its world and characters so much that I started researching them with books and on the internet.
Now, something contradictory about me is that I hate the internet. If I could turn in my laptop and buy an old car (my minivan isn't exactly new) and a beat-up guitar (I already have one - see how this is coming together?) and do my research on foot, oh how I would. The reason this is contradictory is that I use the internet a lot, and I'm glad I can. Did you need to know that? I don't know. I'm pretty passionate about it.
Back on topic... I researched the world I had in my mind, a real geographical location that because of its culture and sense of magic is very compelling to me. I also researched the mythology necessary for my story, and bent it to my own uses after learning a lot about it. And I think legends are okay to research via books and the internet, because when we're talking about something that (likely) doesn't exist, you can't go touch it. Although I'd rather have a kerchiefed babushka whisper creepy tales to me over a pot of kvass. But we can't have it all.
The next thing I did, after I had all my information, was go on flickr. Do you use flickr? It's an amazing thing. I can't show you my favorites because they're secret, very related to my stories. But let me say, flickr is a huge community and there are so many magnificent photo resources by talented people who ARE where you want to be. They can give you the emotional and physical inspiration for a story you've sketched roughly. It adds a whole new dimension.
What moves you most - photos like me, or something else?