If I have a strategy guide for the game in question I'll use that, since it's quicker and easier than finding help online. However, I don't go out and buy strategy guides...ever. Rather, people gift them to me. When I'm stuck and without a guide, I type in the name of the game followed by FAQ. Takes me to GameFAQs every time, and I've yet to be disappointed by answers there.
I pretty much search on Google and hope I get results. I like text walkthroughs better, but I'll settle on video walkthroughs when the text isn't specific enough.