It's more of an art than a science but you can triangulate depending on what you have and what you're trying to do.

If looking into existing markets and figuring out your angle into those - firms like Gartner, Forrester, as well as research arms of banks/consulting firms (Deloitte, JPM, BAML, etc) will have pretty good reports that you can purchase/search for (filetype:pdf can give some great results). I find these to be a good high level starting point and you can go deep on individual topics. "Value added research" can involve customer interviews, public surveys, hands on research (visiting a location), etc.