Pike & Fischer, a legal publisher in Silver Spring, MD, used to corner the market on published editions of this sort of information. They have switched to digital media in an attempt to wait out this interwebs fad.
If someone is asking an academic, just curiosity kind of legal question, I will try to find the answer on Google, actually. There are a huge number of blogs and forums that have pointers to legal resources these days. Just for a lark, I googled around for New York fireworks law, and quickly found this forum.
Now, how do I know when I can rely on these sorts of sources? Answer: I look to see if they cite any specific cases. If I have a case citation, e.g. 134 N.Y.2d 456, [I just made that case citation up – I’m just giving an example of what a case citation looks like] it is almost always very easy to get the full text of the case. Again, usually, I just type the case citation into google.
If I am doing real research for a client who is paying me real money, I use Westlaw. But still sometimes I START with google just to see if I can find something fast. Again, I STRESS that I just use this as a pointer to articles or blogs that can then direct me to real published cases on the issue.
Further to the question, there are often excellent online resources which are free.
For England and Wales, the British and Irish Legal Information Institute, and the Office of Public Sector Informationhttp://www.opsi.gov.uk/.
For statutes, I usually visit Legal Information Institute of Cornell Law School. In addition to state & federal laws, you’ll find things like the Federal Rules of Evidence and, under Supreme Court Bulletins, relatively brief summaries of recent Supreme Court cases, broken down in a very easy to read way.