I’m sure Professor Jewel will answer your post but it might take a bit more time than usual because of Thanksgiving.
My answer would be that it in part depends on what type of historical research you’re doing as to what book or books are most helpful. (If you meant a helpful book on historiography – how to do research in history, Professor Jewel or Professor Wood’s recommendation would be best. I took a course on research methods in history ages ago, but I don’t remember the titles of any of the books assigned for the class. I wasn’t impressed with any of them, anyhow; that class was in the ’90s, at the height of bad methodology). But as a general rule when doing historical research, primary sources are always your best bet. These may or may not be contemporaneous books and articles but also things in historical archives and the like.
That said often the best way to find primary sources is by reading contemporary scholarly books and articles on the subject, and looking at their bibliography and footnotes. The books and articles of a historian you like can be mined for breadcrumbs leading you to other sources, which in turn will often turn up even further sources, and so on.
Note this is why I also like physical libraries. Not to knock using internet/database search-fu (which I also do), but lets say you turn up several books/articles you want to read for your research, and look up the Dewey number and go to find them in the stacks of a decent university’s research library – right around them will be other books on the same subject, and by just scanning the titles several will often jump out at me.
If you’re doing research for a course of study at a university, avoid like the plague directly citing “popularizations.” Professional historians dislike them with a passion, even if you do find them useful. Instead cite the things they cite. Depending on how open-minded and tolerant your professor is, you may also need to avoid directly citing Austrian authors, libertarian authors, fellow-travelers in those circles, and revisionist authors who have influenced them. This is unfortunate, because credit should be given where it is due, but you also need to look to your grade. What you can do, however, is cite the sources they themselves cite – after all, it is primary sources that are your best friend in historical research anyhow. (This advice, by the way, is not at all intended as a recommendation to plagarize – one must always properly attribute. However, it is an unfortunate fact that with some professors, you’ll have to winnow out things by certain authors, however much they influence your thinking, and only cite the sources their works lead you to, rather than citing them). With the better professors – who are still possible to find – this isn’t as much of a problem. They might still disagree with you, and might make some snide reference about this or that person you cite, but will still grade you fairly, so you won’t have to be as circumspect.