So this is how it's supposed to work...

My former research strategy:

1. While writing, realise I need to find something else out.
2. Do literature search until I have a list of potential sources that might contain the answer.
3. Jot these references onto a piece of paper and put it in my bag.
4. Go back to writing, skipping the bit I need the new sources for.
5. Abandon piece of writing for something else.
6. Several weeks later, in the library, find 58 scraps of paper in my bag and locate the references on them.
7. Stagger back to the office under the weight of all the books. Line them up neatly on the bookshelf and congratulate myself on a successful hunting and gathering expedition. Admire the impressive fullness of my office bookshelves.
   
8. One year later, after reaching renewal limit, open books.
9. Wonder why I ever got them out in the first place.
10. Return them.
11. Several days/weeks later, return to original piece of writing.
12. Begin cycle again from the start.

My new research strategy:

1. While writing, realise I need to find something else out.
2. Do literature search until I have a list of potential sources that might contain the answer.
3. Jot these references onto a piece of paper and put it in my bag.
4. Go to the library and see which of the references answer my question. Get these (and only these) out.
5. Return to office and read the newly acquired sources.
6. Add the new information into the current piece of writing.
7. Keep writing.
   

Next time I stray from the path of research goodness, someone please remind me that my new strategy really does save time in the long run.