Today while I was talking to Sir Laughs-a-lot, because this is apparently what grad students do, we formulated an algorithm for research. I, uh, decided the world would be a better place for my putting on the internet. So here goes.
1. Get confused. (We totally have this one nailed. But as Sir L says, it can be fun.)
2. Get unconfused. (Easy, right?)
3. Write a paper. "Look! I'm unconfused, look at me! You can be unconfused too."
4. Win Nobel prize; become rich and famous (optional).
We were doing step two for a thermodynamics problem which has technically already been solved, but only by other people and we ended up with a (hypothetical) balloon that filled the whole universe. This is why I'm studying physics.