First of all research is different if you trying to sell rather than researching something you want to buy.
If looking for a price to sell:
I am capable and qualified to do appraisals but when I’m selling its all about the competition, therefore I don’t consider closed sales as meaningful (maybe if they occured in prior 20 days), but even than when that domino has fallen it depends whats still on the market competing with yours. One method is to drive around as if you were buying and pick up all the realty briefs, break them down on a price per square foot (beware of basements and partially finished areas), important thing is to compare apples to apples.
If your looking to research price to purchase at.
Lots of good advice above but some not so great. Zillow mostly list tax appraised values and those are very very very unreliable depending on the municipality. If you involve a realtor, yes there are huge bias’ and subversive motivations there. Most tax assessers have their info online these days, so don’t need to hike down to the courthouse anymore unless you live in the sticks. Know this about the market, it is very fragmented right now. Some of the latest stats say ⅓ of the sales are of foreclosures, ⅓ are motivated sales and ⅓ are regular transactions. Therefore when you do research know what your looking at, try to interview the realtor on those comps without getting hooked by them or trying to get ahold of someone that knows about the transaction.
The thing your saying about figuring out lot prices from home prices, that makes researching in those neighborhoods a pain. If you get the tax cards for these properties you can figure that out as they breakdown the tax appraised value for the land and buildings.
Texas ouch, as far as I know they don’t have to report sold price on deed but as has been suggested you can figure out the sales price by backing into it, use the tax paid (as per stamp on deed) and divide it by the tax rate.