My experience is very similar to Jewlyn's and Lynn's, I think. I have the relative luxury of writing a fantasy, which means that although I'm still constrained by the requirements of my world's internal logic, I don't have to be entirely accurate to a particular place or time.
Once I knew roughly what I wanted the novel to be about there were certain areas that I knew I had to research up-front, since they were fundamental to the theme, the plot, and the main character.
Some of these were 'philosophical' - I needed to fill out my rather cursory understanding of the Japanese principle of wabi-sabi, and I needed to read more about the way different cultures and eras have defined and measured 'perfection'.
Some were 'ethical' - I needed the insights and lived experience of someone living with a disability similar to that of my MC so that I could write her as truthfully and sensitively as I could. Luckily, I had such a source already; someone who was one of the main progenitors of Membra in the first place. And there were other, less personally-connected but nevertheless really educational sources, online and elsewhere.
Some were 'practical' - I needed to know how Membra would physically accomplish certain things, and sometimes I needed to find out how modern assistive devices might be replicated using the mostly less-advanced technology of her world (how a 'hands-free' lift might work without electricity, for example!).
Some were 'basic world-building' - I looked at medieval city plans, systems of government, how mercenaries were organised, recruited and paid, hermetic magic, early scientific experimentation (since Membra's world is a mish-mash of a couple of 'historical' periods and amalgamates aspects from both of them). Basically, stuff that I knew would be useful, even if at that early stage I wasn't sure quite how.
As the story has developed, further research needs have become apparent - usually specifics that are driven by character or plot requirements. These tend to be smaller subjects that need at most a few hours worth of reading up and then fitting into the needs of the plot.
I actually really like this narrower, smaller kind of need-driven research; it sometimes provides a welcome break from the slog of actually writing. And, as others have mentioned, sometimes it can actually spark an idea for a plot refinement or development, by throwing up a ' that's interesting, I wonder if...' moment!