Considering I’m a voracious reader, I’ll stick to railroading literature here:
Model Railroader: for the photos and ads. They’ve got the best photos in the hobby. Their text content sucks, and I can generally read the mag cover to cover in 1.5 hours.
Mainline Modeler: scratchbuilding articles and plans.
Rail Model Craftsman: all around more interesting articles than MR, but photos, plans and diagrams are of much lower quality. Their series on essential freight cars is highlighting the absolute best modeling in the hobby, in any scale.
I go through almost every other mag looking for content, and generally buy one a year of all the major mags. In addition, I’ve been collecting backissues of MR, MM, RMC, PM, and RMJ, since there are more plans in older issues, and the mags from the 1980s and 1990s carried the most useful modelling articles and more text.
I occasionally buy Trains, Railpace and Railfan to see what’s going on in the modern RR scene and preservation. Trains is the best.
I also have every book printed that deals with my target railroads of interest, and use them extensively for reference. Thankfully, I’m interested in smaller regional roads, instead of big popular roads like the Santa Fe or Pennsy!
I also collect RR paperwork that deals witht he operation and look of the railroad. While I ignore advertisements, passenger timetables, and promotional material, I collect train orders, employee timetables, track diagrams, blueprints, and anything else that seems like a useful source for hard data. I collect the paperwork for it’s information, not it’s “collectibility status”. I’ll run off a few copies of the material, and either trade or sell either the copies or the originals, just to get more data.