For MacOSX users, my highest recommendation for this type of software is Circus Ponies' Notebook. The app has been around for years, first on NeXT then on MacOSX. It is very stable, solid programming. I have used it for everything from gaming notes to biomedical research.
It uses a Notebook analogy, with chapters, pages, tabs, collapsing outlines. It auto-indexes, links, and has full text formatting, drawing tools and sound recording. It stores any kind of file, including applications, by simple drag and drop. You can optionally have it store a link or a copy of the actual file within it's file package (which can also be opened by the Finder). All files can be launched by double-clicking within Notebook. Graphics can optionally be displayed as a graphic or a file icon. It is quick view and spotlight aware, even pdfs within the file package are indexed in spotlight.
There are at least 3 similar programs on the mac, but this is the one I've like best for its clean but powerful interface. Last I checked, it's $49.95 ($29.95 academic) but you will use this app for many types of research/organization tasks. There's a free trial---check it out at
Circus Ponies - Organization for a Creative Mind