Break your research into manageable events, which can be investigated separately. Define and categorize each area of your research. Doing this will help you to be specific in your search for primary documents. For example, if researching your grandparents' experience in World War II, break the investigation down into women's and men's experiences of the war. This will help to decide which source to first approach for primary documents.
Investigate the subject of research in a general sense, through internet searches and old newspapers kept on record in your local city library or university library. Use the library's online catalog. This will provide a guide to the social and political events of the time and the general public mood. One example might be the formation of an association of women and wives who were forced into male workplaces during the war to keep the economy running. Newspapers are a key source of interviews. Newspaper reporting is also backed up by photography, another primary account provided by the camera lens.
Contact local government offices for access to official documents from the period. This will provide a picture of the legal and political climate around the subject of your research, and how the public responded. Other government documents include birth certificates, marriage certificates and death certificates, which are invaluable tools for genealogical research.
Locate diaries and letters and oral histories through universities and public libraries, especially if you are researching someone famous. Some have been published for the mainstream market, such as the Diary of Samuel Pepys and the Letters of Virginia Woolf. In many cases however, there have been no publishing rights granted, and these primary documents are held in the archiving department of universities and public libraries.
Contact the appropriate university department for more specialized primary documentation on your area of research. Start by contacting the university closest to you, whose subject experts will then recommend other specialists in your subject, possibly located at other universities. Use email and the telephone to make initial contact and be patient.