I realise you're using a Mac, and I'm not sure if this is available for Apple devices, but OneNote is great for holding research, notes, and any other information, files, etc you need. I think Evernote does much the same thing.
Good luck with the thesis or whatever it is you're writing.
As to the order of proceeding; which feels most comfortable and logical?
Way back, I had to write a short thesis for my BA, which was in literature. I did all the research, making notes along the way, and all the necessary reading before writing up my arguments and conclusions. It seemed that I wouldn't know what I was writing about until I'd done the research.
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