(1) Recognize that in addition to regulations themselves, your research is likely to involve statutory research as well including the statutes that established an agency, enabling statutes delegating authority to agencies, the umbrella Administrative Procedures Act and legislation affecting agency actions.
(2) Also recognize that administrative research may involve unique sources created by agencies including not only regulations, but agency administrative adjudications, internal directives, policy manuals, guides and other material that bear on agencies interpretations of their own authorities and other standards.
(3) As with other forms of research, where you begin depends upon what you are starting with. If you have nothing to start with look for topical secondary sources, esp. treatises, in the area of research that can give you background information and help identify relevant statutes, regulations and leading caselaw.
(4) If you have a relevant regulation at the start, look it up in annotated form on Westlaw and/or Lexis in order to take advantage of the work of others with Notes of Decisions and using Citing References to find relevant cases, administrative decisions and circle back to secondary sources citing to the regulation.
(5) Agencies are living things, so also explore relevant agencies websites, which often identify governing statutes and regulations, and often provide background information, explainers and FAQs on the work of the agencies in plain language (esp. useful at the start), and sometimes provide agency handbooks, directives, etc. Also after you have done your due diligence and exhausted what is available, don't be shy about contacting agencies for clarification.
(6) If you get stuck don't hesitate to reach out to me at Douglas.cox@law.cuny.edu or legal.research@law.cuny.edu.
Some relevant links:
Regulations.Gov - the main purpose of this website - highly relevant to PI class - is that it helps identify current proposed regulations where public comment is being sought and provides a mechanism for directly submitting comments on proposed regulations. It also sometimes - not always - allows access to comments submitted by others.
FederalRegister.Gov - this is a beta website that puts the content of the Federal Register online. It tries to make the Federal Register more exciting and accessible. One nice feature about this is that you can sign up for alerts if an agency you are interested in publishes any proposed rules, final rules, or public notices.
ProQuest Regulatory Insight - the is subscription based and the link will take you through the CUNYFirst sign-on page. Contains detailed historical regulatory histories, but also - relevant to PI class - contains a larger pool of public comments on proposed regulations, including a fair number submitted from CUNY Law.
FOIA/FOIL - this webpage provides more detailed tips and strategies for submitting federal FOIA and NY FOIL requests as well as resources for researching issues related to them.