The nice people at SEO Book put together a rather useful keyword research strategy flowchart.
The image is way too big to post right here, but you should check it out.
One of the things that's neat about is is that individual points on the keyword flowchart also link to corresponding articles. They aren't all "How-To Keyword Optimize This Step," but they are all related enough that they are very, very useful.
The main thing I would note from this chart is that it, even when you pick the "My Keywords are Ranking Well" paths, you're