Why wouldn't you? Research enriches your story. The details provide color. I don't want my characters to sound exactly like me. I don't want their whole world to be composed of the limited extent of my own existence.
I like to learn. I like to fill my head with interesting tidbits and research factoids.
I don't write to educate, really. The Fracture of a Dream, for instance, is not a textbook or a science book, even though the characters' motivations and behavior are often based on existing empirical research. No, I don't feel like I became a lecturer at any point. However, I do want information in the book to be based on facts when possible.
There were some parts of the book that I didn't want to research in depth, particularly the medical and legal aspects. I knew there were too many ways to get it wrong, and as I said before, I wasn't writing a textbook.
Aside from that, those details were not the focus of the book, and I didn't want to detract from the characters and their relationships in an attempt to be completely factually accurate. Thus, I left things unsaid -- they may happen behind the scenes and are only referenced in conversations with other characters -- or vague. Dek Sundowner is not a doctor, psychologist, or lawyer, for example, so his understanding of matters from those professions is very basic anyway.
Not researching those areas deeply is not a problem, in my opinion. Other details, however -- technology of historical time periods, the sensation or taste of a particular dish, the names of types of flowers or animals -- those can be important. I think they take the story to a new level of reality.
This is why you'll probably never see one of my characters drinking coffee. I refuse to do any research on that beverage. ;)
That's my two cents. What about you, fellow writers? How do you approach research for your works of fiction?
Rendy "Research" Diller