Archival Research Takes Preparation:
Archives and Special Collections departments are not like libraries: materials are not openly available in the stacks. They are usually held in a secure location and brought out to researchers, one box or item at a time, to view in a safe and controlled environment like RMC's Reading Room. Furthermore, each place will have their own procedures, hours, and restrictions that you will need to know. That means you will need to plan well in advance to make arrangements with each repository; even if departments are accustomed to large numbers of walk-ins, they would still prefer some notification that you are coming so they can prepare staff to help you best.
Locating Archival Sources:
Always contact the repository ahead of time.
Archival collections can be messy and hard to untangle. The archivist knows the collection better than anyone else, and can help you to untangle some confusing or non-existent finding aids, or explain some oddities about the collection. Sometimes materials are held off site and they need advance notice to make sure they are available when you need them. This is a good chance to communicate with the librarians about restrictions on specific collections, or any other details you should get settled before arriving. But, better yet: the archivist can guide you to some lesser known collections or point out some truly wonderful finds that they have been waiting to show the interested researcher. Librarians are your friends! Write them! I promise, they will not think you are stupid!
Check their webpage to see if policies for photography and/or reproductions are listed. If not, when you contact the repository to let them know you are coming and what collections you would like to see, be sure to ask about their policy on digital photography. Policies vary: there are still some archives that charge a daily rate for camera use. Some encourage camera use, usually with some restrictions on flash and sound. Some repositories forbid the use of copy stands or tripods, while others might always have these onsite already.