One of the best ways to find primary sources is via secondary sources (books and articles).  Primary sources, or excerpts from primary sources, may be reprinted and/or cited in secondary sources such as books and journal articles.  This is an excellent way to determine which primary sources will be most relevant for the research topic you are studying.

Encyclopedias and other reference works (tertiary sources) are especially helpful for finding primary source documents in classics. So even as you are just starting your research, pay close attention to any primary source material that is being cited. 

Another way to find possible primary sources is via Sourcebooks. Hint: use the keyword "sources" or "sourcebook" when using OneSearch.

There are also several digitized primary source collections online, listed below.