Any value investor has to do research. Lately I have been trying to determine comprehensively what all the sources of information are for research. A few that I think are pretty important:
1) ValueLine - get this free at the library
2) Mergent Online - there modern version of Buffett's Moody's manuals - get free from library
3) Annual statements and other assorted mandated financial filings - free online
4) Wall Street Journal, Financial Post and other newspapers
5) Business Biographies and stories
6) Trade publications
7) Scuttlebut - basically investigation of employees and others
8) First hand knowledge - think Peter Lynch's One Up On WallStreet idea of investing in what you know
What else?