I recommend Writing Movies by Gotham Writers Workshop. It sets out stepping stones and tasks as you read chapters, making it seem less of a job getting it down on paper.
As for the actual process, a feature script is split into 3 acts. Set yourself a target date to complete each act by, and it will fly by. Believe me, let's say you have your inciting incident and end of act one within the first 25-30 pages, those pages will go by much quicker than you think, because you're setting up the story and introducing characters. The second act is the hardest and longest act to fill in, but it's normally the most interesting act, where the most stuff happens and you can really stretch your creativity. If you don't enjoy writing your 2nd act you probably shouldn't be writing screenplays. Act three should come in at around page 70 but it depends how long your SP is going to be. Act three should tie up any loose ends and have a dramatic conclusion/twist.
Before you write your screenplay, write an outline for your story, and then write up backstories for your main characters. The more important the character is, the more backstory they should have. Once you have an outline for your screenplay, you can choose to begin writing and freestyle events as you go, or you can use the outline to plot out any events before you start writing, so you know what you're aiming for at all times.
As for research, you should write about something you already know alot about for your first screenplay. It should definitely be something you're interested in greatly, otherwise your interest will dwindle as you write, and you will find yourself avoiding writing time. If you want to research before you start writing, because it might be something new to you, just start at the library or on the internet - look for specialist forums or groups where people will be happy to help and share knowledge. You can also go to the location where you picture your script being set, if that will help you get a feel for the place.
One thing to avoid when writing a screenplay is creating "talking heads". Break up scenes with actions and descriptions, rather than setting up the scene and then having a long block of dialogue. Saying that, don't worry about writing bad dialogue, as it's inevitable in your first SP and it will be fixed in re-writing, when you can easily see opportunities for improvements.
My last piece of advice, is to give yourself permission to write badly on the first draft or two. Just bang out the story, take care of the major plot points, major dramatic questions and nailing the characters. Once it's all down you will feel so happy and relieved. Then you start to rewrite, until it's the best you can do. I break up my rewriting into two stages: I go through the whole SP looking at description and action. Then I go through it again looking at dialogue. Rinse and repeat. It makes rewriting much more approachable when it's broken into those elements.
Finally, I don't know if you have any software, but i use movie magic and can recommend it. Hope this helps.
