Which versions? Forgotten Realms in particular varies a lot depending on timeframe and sourcebooks used.Midgard, Forgotten Realms, Eberron
I find a lot of online setting wikis and such very useful, particularly when looking up stuff about a specific nation or god or setting element.I also use some online sites for background lore on FR that I try and work in.
Same. I dont worry too much about the adventuring area over much, I get a general idea and make up the blanks as I go. I do more more research on whatever creature/god/or entity is going to be the protagonist. Right now Im using orcs so I've been tracking down the various 5E versions as well as other editions such as the Scro and the Ondonti.And a boatload of books/articles from various editions referring to Graz'zt
The most recent, because I used Phandalin and related adventures.Which versions? Forgotten Realms in particular varies a lot depending on timeframe and sourcebooks used.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.