Well, "they say" avoid these three periods: The Revolution, The Civil War, and The Depression/WWII. It's just hard to make them fresh because so much has been written. If it's one of these, be sure you have a really good angle! I think careful selection of the period will help prevent knee-jerk "we can't sell that" reactions from agents or editors.
Compile a bibliography as you go! After doing one historical novel and one historical bio, I would never again work without a bib, for F or NF. If you add each research source when you use it, it'll be a painless process. Even if you never show the bibliography to anybody, YOU will have it, and will be able to go back to the sources if you need to. Then too, certain publishers, most notably Calkins Creek or Boyds Mills, would require a rather exhaustive bib.
I also print out or photocopy pages from books or the internet that contain info I use, staple them together, note the bibliography info on the top of the first page in proper format, and file in a physical folder. I also bookmark the most helpful websites.
Be thinking about an author's note. There is where you can discuss such things as what's real and what's made up, what (if any) facts you changed for the sake of the story, and, in general, assure readers that you did your research, changed anything that may be "off" for a reason, and issue a disclaimer that any errors that remain are your own.
I love historical, and wish you great enjoyment in your writing.