Your most valuable ally is a search engine. I am biased towards Google.com, but sometimes it pays to use several different search engines.
When stuck on a puzzle with no idea how to proceed, find some uncommon words and seach for them on the web.
Most puzzles contain a hidden message. This message is often written using letters from one of the following alphabets. The trick is to find the letters.
Other common ways of extracting letters out of text are
Some puzzles contain encrypted messages. Some common, simple encryption algorithms are
Most of these can be broken by using brute force or frequency analysis.
Here are some useful links for puzzles that require manipulating words and letters.
If you need to listen to a song, and you have the artist's name and the song's title, there are a couple of websites that will let you do so legally. Same goes for watching snippets of movies and TV shows.
Note that both Last.fm and lala.com will only let you listen to a full song once. After that, you will be limited to a fixed 30-second snippet.