I am still struggling with this myself -- I have not kept good records of my research. It is time to review all the work I have done so far, and I'm seriously considering starting from scratch so I can keep a proper research journal and record what I've done, the same way I should have been doing all along.
IMHO, paper record keeping systems are still more powerful than the computer-based tools, but this may be changing.
One of the many books on my genealogy shelf is
Unpuzzling Your Past. The author also has a companion workbook with pull-out forms that are intended to be used as photocopy masters.
http://www.unpuzzling.com/book2.php The book is US-centric, but the principles apply to any locale. I like her explanation of why she uses the method she does.
Some programs exist which mimic paper record-keeping systems -- I tried a program called Bygones, but it didn't work well with my computer. Clooz and Custodian may have a similar approach, but I haven't tested them yet. You can see a sample of the Research Log page and others on the Bygones site:
http://www.bygonessoftware.com/
(Even if Bygones is not for you, the tutorials show what a typical paper-based record keeping system might look like.)
Recently I've discovered the Evidence Management tool Lineascope
http://www.lineascope.com/ -- you might want to take a peek at the thread I started here:
http://www.fhug.org.uk/cgi-bin/index.cg ... &start=0#0
Before I switched to Family Historian, I was using the program Ancestral Quest, which has some research management capabilities, but like many other programs, To-Do items and other things were linked to a particular person, which often meant that the user is prompted to make decisions about whether two records belonged to the same person ahead of the evidence.
I've also used GenSmarts, which is a stand-alone program designed to analyze the file created by a lineage-linked program and make suggestions for further research. It doesn't generate a research log for you, but it does offer a place to record search results attached to its own suggestions.
None of the older computer tools I've tested so far have been satisfactory, so I look forward to the newer generation of programs like Lineascope.