What country has the cleanest, cheapest, yet most daring prostitutes? I'm kidding I'm kidding!

My real question is this. How much do research and plan activities for a destination before you arrive? I've got some sort of mental block and can't seem to research until I'm on the bus/train to my destination, or after I arrive. I think my trip suffered (a little) because of my lack of planning.

Any tips for researching destinations and planning activities before arrival?