Now, don't get me wrong. The best thing you can do if you're really going to write that 800 page novel about a time traveling Puritan rock band is just sit down and make yourself write, but that doesn't mean you should spend an hour and a half staring at your blank computer screen crying. When you've first started a piece of writing and you get to that initial point (say, the second sentence or so) where you have no idea what to write, you should take a fifteen minute research break.
The research doesn't have to be historical research, unless you're writing historical fiction. In that case, you should do a lot of research. A ton. An enormous amount. For those of us whose books are set in the present, or in a different dimension, or in a futuristic dystopia, there are still things to research.
Start with your characters. I like to make profiles for all my main characters. I change them as I write, but they're a good basis to have so I feel like I'm writing about someone I know, not making them up as I go along. I try to know everything-- their scars from bike accidents, their favorite jacket, their favorite ice cream flavor, their pet peeves, and even their bad habits or weird mannerisms. Details like that can make a character seem more real.
If you're as weird as me, you can even take personality tests as your characters (try a Myers-Briggs test or the one on collegeboard.com). These are ridiculously interesting and give you new insight to why a character might do something, especially if the character is particularly different from you.
After you have a good idea of who your characters are and what drives them to do what they do, you can research setting. If your character lives in a real, currently existing city, they probably know it pretty well. That means you have to know it well too. Print out maps. Where are their favorite places? How do they get to school? If your setting is imaginary, make maps for yourself. I still have a box full of maps of imaginary neighborhoods and houses that I drew for every story I made up. I hid them under a post on our porch and found them years later looking as disheveled and creepy looking as 7 year-old me could have wished.
Sometimes, I have trouble fixing my characters' appearances in my head. When this happens, I'll write a paragraph just describing the way I see them in my head. Then I will sometimes find a picture of someone who looks like what I imagined to help solidify the image in my head.
I wish you all good luck in your researching and writing, but I'm going to have to end here to go do actual historical research for my actual A.P. U.S. History test on Friday. If I miss another post there is a 90% chance it is because of that class. Or maybe time traveling Puritans.