2. Ship blueprints
3. Component blueprints
4. Researching your blueprints (you are here)
5. Moving capital blueprints safely
7. Location, location, location
8. Moving minerals
9. Actually building stuff, finally
10. Selling your ships
Now you've got a bunch of blueprints. Most of them probably need research. Where will you do it?
There are many NPC stations with research slots, and you could use those. Unfortunately, most of them have long wait times for ME slots.
If you want to go the NPC station route (I did), one thing you can do to save time is use a station which is not in highsec. I've since moved on, but I did all my initial research in Kourmonen, a system with 5 research stations which is two jumps into lowsec in the bleak lands. You can usually find wait times under 10 days there.
EDIT 2012-8-17: Note that kourmonen has become a hot spot in faction warfare, which could make moving blueprints there more dangerous. Use the 'kills in the last hour' map overlay to determine if there is active fighting in your route. However, also note that system upgrades add research slots to stations, and on the rare occasions when the system is actually upgraded there will often be slots with no wait time or very low wait time.
EDIT 2012-8-19: It is often possible to find very low wait times in the genesis and aridia regions, but getting to these stations often involves a long flight through lowsec. The regions are mostly empty, but the lowsec entry systems are sometimes camped.
Remember when I said you'd probably want a corp? This is another reason why. If you have adequate standings to a faction, you can put up a tower in highsec and do research there. This should be substantially faster than doing it in a station, though also more complicated and expensive.
Note: Don't put blueprints in the tower. Train scientific networking and install them from a station.
This is fine if you're a scrub mission runner, but doesn't really work if, like me, you can't be arsed to grind standings.
EDIT 2012-4-18: However, there are ways to get around this. Once a tower is anchored you no longer need standings to the empire to keep it running. You can take advantage of this mechanic in the following ways:
-Corp creation service. Somebody with high standings to a relevant empire creates a corp, you join and put up a tower before standings update. They leave and make you CEO.
-Standings updating: All your characters with standings to the relevant empire leave corp, somebody with high standings joins, and once your corp's standings update you will be able to anchor a tower. The standings person leaves, your alts come back in.
-You could buy a character with high standings from the character bazaar, and use it to make your corp and set up a tower before your other characters join.
New eden research:
There is, in fact, an alliance dedicated to putting up highsec research towers. What you can do is have your corp join the alliance, and then use research slots on towers put up by other corps in the alliance (apparently this actually works as of a few patches ago).
The problem with this is that NER is a well known highsec science and industry alliance, and I wouldn't be surprised if they were wardecced on a regular basis. One solution would be to create a second personal corp for research alts; or, you could finish all your research before you start moving minerals around.
Go to part 5: Moving capital blueprints safely