Olivia Judson of the New York Times has a nice story in her blog, Defeating Bedlam (Dec. 16, 2008). She talks about the old analogue way she did research gathering photocopies and how she now uses Zotero and Papers. Zotero is a Firefox Plugin for managing bibliographic references with really good integration with browsing. Papers is an iTunes (or iPhoto) for PDFs.
What is interesting is the reflection on research practice and how digital tools can fit in practices. Read the comments – you can see how others have used different tools from EndNote (which used to be good on a Mac but now has a clunky developed-on-a-pc feel) to Google Desktop.