This is the preferred citation manual for sociology is the ASA guide, which can be found either in the Reference Room of 4th Libe or online. It is based upon the Chicago Manual of Style so look there for further guidance on tricky citations.
Nothing's worse than copying down a URL incorrectly, or putting a bunch of web sites into one browser's bookmarks and then moving to another computer with no access to what you saved. These tools help you keep track of your work, especially when you use multiple lab computers.
Handwritten notes are great (but hard to back up), and copy-pasted links are fine, but if you want something a little more searchable, re-usable, and less easily lost, here are some options for saving and organizing your research documents. Plus, these tools help automate the formatting of your citations for your paper. These are especially useful for students writing (or thinking about writing) comps.