Depends on where I'm at, how long I'm going to be there, and who I'm with. Spent about a week in Jupiter, FL recently w/ my wife and some close friend and did some research-it was well worth the time and effort. Found some fantastic places.
But if I'm by myself on biz in a dinky little town for 1 or 2 nights-I'll look for the cleanest, non-greasy spoon type of place.
If I'm going to a place like NYC or San Francisco, recommendations from friends and good research can really make the dining a great experience.
Chowhound and Zagats are pretty good starts. If I see a good recommendation on multiple sites, I feel that it's a good chance of being worthwhile.