A primary difficulty comes from the sheer number of databases in existence today. The absolute number will astound you. This also explains why some of us are so excited about Internet development. Just making the existing databases more easily available will transform our society. The Information age is just starting.
All research is guided by the resources at hand.
Research is also guided by the budget, the time and perhaps the skill. This may be unfortunate or of little consequence but does bear consideration. Many large databases are also large only because of their range of information. Which is better, searching 6000 magazines or 600 business magazines. Depends on the research topic.