If you have the chance to visit the setting of your comic, do so, absolutely. But if not, hit the web and the books. Having knowledge and references for specific places will set you apart from those who haven't done the research.
Case in point: I researched for several months about Austrian peasants' housing and lifestyle in 1900s for a fan comic. I also took a good chunk of time learning about castles and architecture, as well as fashion of the time.
For Heart Hex: I have been to Chicago several times and had friends who live in the area take reference photos for me for Heart Hex. I've put time into researching neighborhoods and gone house hunting on Zillow to learn more about where my characters live.
Some research is tougher than others, especially if you're focusing on less affluent people of a specific time. But keep at it! It pays off in the long run.