I have six or seven 'what to name the baby' books, the Oxford dictionary of names, and a fabulous tome that's 26 languages in simultaneous translation - French, German, all the European majors, plus Esperanto, Arabic, Hebrew, Chinese, Japanese, and so on.
Part of the appeal of fantasy for me is that I don't get bored. If I want to write quasi-Medieval, that's what I write. If I feel like doing contemporary for a while, then I'll do it.
When Jennifer Roberson and Kate Elliott and I were noodling up 'The Golden Key,' we had pages upon pages upon pages of notes about everything to do with our little universe. Much of this material was used; the rest was there if we needed it. But it all had to be consistent within itself and adhere to its own logic.