Gather every scrap of information that you can. A lot of your initial ideas may come from oral histories passed around the family. These can be important leads but should never be looked at as absolutes.
 
Look for photos, old letters, telegrams, local newspaper clippings, government documents, diaries, uniform items, anything that might tell a portion of the story.
 
As a researcher you should always strive to find the truth of the story - so don't get upset if that old family story turns out not to be accurate.  The search can lead you in directions that you might never have considered at the start of the process.

The Army Air Forces of W.W.II generated a lot of paperwork. Many of these records exist today in their original form or on microfilm and microfiche. These records are maintained at a handful of facilities around the country.

Personnel records

- these records are maintained by the National Personnel Records Center, Military Personnel Records in St. Louis Missouri. Unfortunately a fire in 1973 destroyed many records, but you should always start here. If you are not a family member you will be prevented by the Privacy Act of 1974 in the amount of information you can obtain via this source.

• Records request can now be made online if you are the veteran, or the next of kin of a deceased veteran. Next of kin is defined by the archives as; surviving spouse that has not remarried, father, mother, son, daughter, sister, or brother. - [vetrecs.archives.gov]
• National Personnel Records Center, Military Personnel Records: Link to SF-180 and other information you'll need.
• A note from NPRC on delays: "Response times for records requested from the National Personnel Records Center (NPRC) vary greatly depending on the nature of the request. For example, the NPRC Military Records Facility currently has a backlog of 180,000 requests and receives approximately 5,000 requests per day. Routine requests for separation documents currently require only 2-4 weeks for servicing. However, requests that involve reconstruction efforts due to the 1973 fire or older records which require extensive search efforts may take much longer. The average turnaround time on all requests is currently running at approximately 12 weeks".
• Alternative Source -- County Courthouse -- after WWII a lot of servicemen were encouraged to store copies of their separation papers at their local county courthouse. It's a long shot, but one that has paid off in a number of cases.

293 file, Individual Deceased Personnel File

- this file is maintained by the Department of the Army in Washington, DC. If the veteran you are researching was Killed in Action you will definitely want to obtain this file. This file documents the activities of the Graves Registration Command and the Army to locate, identify, and provide a final resting place for the deceased.

• The U.S. Army Personnel Command handles these requests.
  
  Mailing address
  
  U.S. Army Personnel Command, Public Affairs Office (FOIA)
  200 Stovall Street
  Alexandria, VA 22332-0404
  
  Enclosed in the letter the requester should cite the Freedom of Information Act (FOIA) and provide full name of the relative, service number, and date of death (or whether the death was during WWII, Korea, or Vietnam).
  
  Return mailing address is required. Please allow up to 20 weeks for the research process. FOIA fees are waived for requests from family members for death/burial records on their loved ones.

Missing Air Crew Reports (MACR)

- if your research involves the loss of an aircraft in a combat situation and not in Allied territory, the MACR will be invaluable. This document was generated shortly after the loss of the aircraft (usually within a day or so) and lists the crew roster, aircraft, and basic details of the loss including eye witness statements if they were available. ArmyAirForces.com has a fairly complete index of MACRs which may aid you.

These records are maintained by the National Archives and Records Administration II in College Park, Maryland. Over time, the MACR report became a file, containing a collection of documents relating to the aircraft loss. You should request the entire file.

• Mailing address
  
  National Archives and Records Administration
  Textual Reference Branch
  8601 Adelphi Road
  College Park, MD 20740-6001
• NOTE: most 15th AF records are stored at AFHRA, Maxwell AFB (see below) instead of the National Archives. 
• A commercial site, www.fold3.com (formerly footnote.com) has a 99% complete archive of MACRs they obtained from NARA.  You can pay a modest fee to access scans of the MACRs.  You can search the site for free.

KU Report

- National Archives and Record Administration (NARA). If the loss of the aircraft occurred over German territory, a German Kampf Flugzeuge USA [Battle Planes USA] document was prepared by the Luftwaffe concerning the location of the aircraft wreckage and fate of the crew. National Archives has the original reports as well as translations available. Sometimes portions are contained within the MACR file. I know of no Japanese equivalent - [See NARA address].  

POW Questionnaire

- National Archives and Record Administration (NARA). If crew members survived the loss of the aircraft, and were captured and interred by the Luftwaffe, there may be a brief questionnaire on file.  Filled out after the crew member was repatriated to Allied Control, or even after they returned to civilian life.  These are contained within the Missing Air Crew Report file.

World War II Prisoners of War Data File

- these records identify World War II U.S. military officers and soldiers and U.S. and some Allied civilians who were prisoners of war (POWs) and internees. NARA - POW Data File. Usually found under "Wars / International Relations: World War II" link, Records of World War II Prisoners of War, created, 1942 - 1947 "Search" button. You can enter a search term right away if you know what terms to search for, or I suggest clicking on the "Search" button link for more detailed search options.

Accident Reports

- sometimes difficult to locate, maintained by the Air Force Historical Research Agency (AFHRA) on microfilm. An accident report can run from just a few pages to a half dozen or more pages and may even include photos of the accident - [see AFHRA address].  There is a commercial entity or two that have accident reports for sale.

Wing & Division records

-  can be extremely useful but also a large collection of material.  If there are 3 groups per Wing and maybe a dozen per Divsion.  NARA and AFHRA hold these materials.  What's held where can be unclear.

Unit Histories, War Diaries, Daily Reports, Station Memorandum, Special Orders, Public Relations Reports, Loading Lists, etc.

- these unit documents are archived by the Air Force Historical Research Agency (AFHRA) at Maxwell AFB, Alabama, usually within the Group records.

You can usually obtain squadron and group historical summaries at no cost through written request. You should also be able to obtain a specific monthly squadron diary upon request. A larger request, say for the entire War Diary, would probably necessitate a copying fee.

You can order Group & Unit microfilm from AFHRA. The microfilm rolls are usually divided up between Group histories, Squadron histories, and tenant command histories.  You can also order the digital version of the paper records that have been scanned and put onto CD in PDF format.  You can e-mail AFHRA to obtain the roll numbers for your unit and other details.

• Air Force Historical Research Agency (AFHRA): Located at Maxwell AFB, Alabama.
  
  Mailing address
  AFHRA/RSA
  600 Chennault Circle
  Maxwell AFB, Alabama 36112-6424
• Note: A private group has set up a searchable index of AFHRA documents.  See Air Force History Index.
• Air Force History Support Office (AFHSO): Located at Bolling Air Force Base, Washington, D.C. In conjunction with the Air Force Historical Research Agency (AFHRA) at Maxwell Air Force Base, Alabama, which is the primary repository of historical information, the office responds to requests for information from private organizations, government agencies, and the general public.
  
  Mailing address
  AFHSO/HOS
  Reference and Analysis Division
  200 McChord Street, Box 94
  Bolling AFB, DC 20332-1111
  Phone 202-404-2261

Group and Unit Associations

- these associations were started after the war, many in the 1970s. Formed by the veterans themselves, they are tremendous resources for information. The associations have published books, documented their histories on videotape, compiled rosters, lists of aircraft, and many other details valuable to the researcher. Note that most associations are for combat units, stateside training units rarely have associations.

Many associations hold yearly reunions. If you are a veteran of a Group or a descendant, these groups want to hear from you and would welcome your membership! One of the primary goals of ArmyAirForces.com is to list the points of contacts for each Group. 

You can find units or individual squadrons by looking in our forums.

Veterans Administration

- the VA handled claims by the families of those KIA. You can write and obtain the VA's file on your claim. If your veteran made any VA claim in the postwar period there is a record of that as well (benefit claims, etc.).

To obtain records relating to your veteran and the VA you can submit a Freedom of Information Act (FOIA) request. Read more about it here.

• Department of Veterans Affairs (VA): The VA has procedures to help you find surviving service members. There is no guarantee that this will work, but it's a good resource. The procedure is for you to write a letter to the service member, place that in a SASE (Self Addressed Stamped Envelope) which is in turn mailed to the nearest VA office to the person in question. The VA will then try and forward the letter to that person, and it is up them to respond.