If you're doing research without a personal Wiki, you're livin the hard life. Whether you love or hate Wikipedia, you can't deny it's got appeal and a large part of that is the wiki environment. It's extremely easy to link pages together, edit and keep back ups of previous work all at the same time.
Working on multiple projects? A central wiki can branch off into each project and keep things organized for you.
Don't have a big research budget to spend on software? How's free sound? If you already have webspace you can install the open source MediaWiki, the same package that Wikipedia runs on. If you don't have server space of your own, try Wikispot who will provide free wiki access to anyone working on a collaborative project.
If you're concerned about privacy or having your unfinished research show up on Google Searches, fear not; there are ways to prevent search engines from Indexing your wiki, usually found in the preferences, depending on which wiki you use. If you're running your own wiki, you'll have the option to password protect it.
So, do you have a wiki yet?