It's entirely subjective, but here's my basic rules for my usage.
1) Is my house on fire? Obviously, not literally, but is this a problem that needs not just an immediate solution, but an emergency solution. If so, take a crack at it, fail quickly, get the best help possible.
2) Is this something that I can research? If it's something where I've got the time and it's researchable I'll go down that route, and that includes SO as a complimentary resource. SO is great, so is Wiki, so are the other dozens of resources.
Read lots, it helps your understanding when there's different approaches to an issue, but first spend the time trying to see if your existing knowledge can be reapplied to the issue, then you've built yourself a new mental tool.
3) Is this something that falls outside my skill-set/is so obscure that there's probably 100 people who've ever seen it? This happens, and happens often. I'll generally try research for an hour or two then head here or other resources.
I know it's more noble to sit and do the research and spend the time, but often we have time constraints and you use every resource available, even if it feels like 'cheating' the system.