You may stumble upon a great site by following links from other pages, and then forget how you got to it. Having the web address written down saves you a LOT of time and frustration. List these sources in the proper bibliography style suggested by your style manual. The list can then easily be edited to become your final bibliography. Look for the most recent sources you can find.
Most research uses a combination of primary and secondary sources.
A science researcher might set up her own experiment. A history researcher might go directly to courthouse documents, or letters. An archaeology researcher might go directly to a dig site. Use index cards. On the top of each card you make for each source, put the bibliography entry information in the correct form OR put a number that will link it to the correct source in your working bibliography.