It is not often I want to rave about a software product and the brickbats might fly for praising a Microsoft product, but I highly recommend Microsoft's OneNote 2007 product.
The marketers tend to target it to students, but the concept behind the product is to provide a one spot forum for researchers. It allows you to catalogue research notes, web clips and web pages, documents, picutres, spreadsheets, print outs, pdfs, audio recordings and video recordings and anything else electronic all in one spot. It also has a handwriting function, for anyone with a tablet. It is also designed to record audio and or video as you type / make notes.
There are a few more innovations I would love to recommend -- that the potential is not fully met tends to frustrate me a tad, but, in this case, Microsoft is well on its way to creating a great product. (Its worthwhile noting, Microsoft's online information databases on this product are somewhat limited.)
The product is a standalone, but its usefulness is supplemented by built-in links to Internet Explorer and Office Outlook, in particular.
Based on my own experience buying the product online, I would suggest you a purchase from a real life store (one which provides a nicely packaged hard copy). Microsoft came good (-ish) in the end, but I had some dramas getting a hard copy of the product (for those just in case situations - which always do happen - when it is necessary to do a complete reinstall).
You can find out more about OneNote 2007 here.