@b0rk It kind of depends on the question—usually my question is something like “what's the option to do such-and-such again?” which is easily answered by --help or the manpage.
When it's something more conceptual, then --help probably won't explain it and my first stop will be the manpage to see whether it does, because it's authoritative and I already have it. If that fails, then I'll try the web, and maybe a relevant book if I have one.