Since I have my degrees in history, there are several eras in which I am pretty comfortable. Usually, I get the plot line and characters going, then do the research to check the details (e.g., when would a couple have been able to waltz to Strauss' Tale of the Vienna Woods? or when did my character first sit enraptured in Carnegie's new Concert Hall?).
On the current series, however, I've moved out of my historical comfort zone (bit more vague about dates/events) so I'll have to do more upfront research initially - at least with a solid timeline.