As a teacher, I often talk to students who are frustrated by the process of conducting research. It doesn't matter what the topic happens to be. Even if they are free to choose their own, many of them wind up spinning their wheels, unsure of how to get started.
It's true that research can be a hair-pulling, teeth-gritting process if you approach it without a logical plan. If you take the time (and have the patience) to craft a plan of action before you begin, you will probably find the research process to be tolerable. You might even find that you enjoy it.
With genealogy research, one of the most important things that I have discovered is that you need to concentrate on one family line at a time. If you try to research multiple branches of your family tree all at once, you're likely going to wind up with a complicated, tangled mass of information that will eventually overwhelm you. If you start piling up names but can't for the life of you remember what you were looking for when you found them, you've probably gotten overly excited and started moving too fast.
For me, part of the enjoyment of conducting genealogy research is learning more about my ancestors. I don't want to just fly through the process and add names to my tree without 1.) verifying that the people in question are actually my ancestors, and 2.) taking the time to learn everything I can about each of them.
I also think it's important to document sources as you discover them. There's nothing more frustrating than trying to backtrack to find something that you initially discovered weeks or months ago, only to realize that you have no way of verifying the information. If you keep careful records as you go (and develop an efficient system for maintaining them) you won't have to worry about scrambling to locate documentation later on. Take it from someone who learned the hard way!