Thanks to the internet and searchable online archives, finding primary source material for research is a great deal easier than it was even a few years ago.
Some of the best archives with search capabilities:
Old Bailey Online
The Proceedings of the Old Bailey are the published transcripts from trials held at the Old Bailey from 1674-1913. They are searchable by date, subject matter and keywords.
Boston Public Library
America's Historic Newspapers 1690-1922 are a database of published newspapers, for 18th century purposes they contain published newspapers from many of the 13 colonies and can be searched by date, location of publication, type of article and keywords. Massachusetts residents are able to attain an online library card which enables full use of the archives.
For an annual membership these archives are keyword searchable with mainly18th century Pennsylvania newspapers and publications.
Lewis Walpole Library Digital Collection
A searchable collection by keyword or date, this is a treasure trove of 18th and 19th century British Prints.