Of course, certain topics can earn a fledgling writer some funny looks when pursued. Researching how to make a bomb out of common household materials might even land you on a few CIA watch lists. Asking for help in learning about the bondage scene or NAMBLA might get you dumped on a sex offender list (or else looked at like you are). Looking up how to commit the perfect murder... well, you get the idea.
Fortunately, a writer has the best defense ever for asking increasingly weird questions: It's for a book. People can become very helpful (or at least less-suspicious) when approached by a writer doing research, because what's the harm in helping someone write a fictional story about fictional events happening to fictional people?
Even in stories that have strong speculative elements, asking questions about the theory behind your story can yield surprising results. Max Brooks interviewed members of the military and the CDC when he was researching The Zombie Survival Guide, and discovered that many of them actually had contingency plans in place to handle outbreaks of flesh-eating zombies. (Weirdly comforting, actually.)
Of course, some writers who started out in different fields might come with the research material already pre-learned. Someone who was an Army Ranger would already know how to snap someone's neck with their bare hands. Making friends with these people can be a handy source of research info if asked politely. And that, really, is the key.
That said, researching the internet for bomb instructions or blueprints to the White House or both in rapid succession (no matter how benign the purpose) is still likely to get some attention, so be careful.