Hamming's "You and Your Research" and Herbert Simon's "The Scientist as Problem Solver" are good "How I do research" papers. Hamming's paper was described in the other comments. Simon won both a Turing award and a Nobel prize.
Simon's paper is here: http://repository.cmu.edu/cgi/viewcontent.cgi?article=1425&context=psychology Hamming's: http://www.cs.virginia.edu/~robins/YouAndYourResearch.html
Thanks for the links, but I didn't care for Simon's paper at all. I recall Hamming's inspiring me for a few hours at least - perhaps just making up the time spent reading it :)
This ebook is kind of dopey, but it's one of the few resources I've seen where someone who's reasonably good at learning stuff tries to dissect and communicate the mental mechanisms they use for learning:
http://www.scotthyoung.com/blog/Programs/HolisticLearningEBook.pdf
Here's a quick summary.
The author sells various information & coaching products in this vein, but as far as I can tell the ebook I linked to is the only free one: http://www.scotthyoung.com/lmslvidcourse/2.html. (If anyone pays for any of these, they should summarize them (to understand them better) and post the summaries to LW ;].) I'm definitely interested in hearing about other resources people know of on the mechanics of learning.
Someone once told me that if you're a grad student studying under a Nobel laureate, you're much more likely to later win the Nobel yourself. (I just searched the internet for evidence regarding this claim and couldn't find any, so I'm now less confident in it.) This claim suggests that doing good research is learnable.
The person who told me this thought these research skills couldn't be described with words, and could only be transmitted through actual research partnerships. I think it's more likely that they can be described with words, but no Nobel laureate has bothered to sit down and write a book called "How I Do Research". (Please leave a comment if you know of a book like this!)
Even if your fluid intelligence is static and difficult to improve, that doesn't prevent you from improving the mental algorithms and habits you use to accomplish tasks.