My current client owns some of the world's largest online consumer communities in niche enthusiast segments. Here are a few things I've learned about doing consumer research within established online communities. I hope you find them useful.
1) Get introduced to the community by the founder. Have a profile, and let everyone know who you are and what you'll be doing. Be transparent about this.
2) Remember that you're not really "one of them". You may be welcome, but you are their guest.
3) If you're working with a passionate community, you can actually disrupt some of the traditional in-depth research techniques, and learn some very deep information very quickly.
4) Still, there are some things you need to be with people, in person, to learn. This will vary with each community.
5) Make surveys as much like an informal interview as possible. Make the questions informal, and communicate as similarly to the way they communicate on the site as possible.
6) When executing a survey, remember that consumers hate pop-ups. Don't you?
7) Long questionnaires feel smarmy. You know, the ones with multiple matrix tables that expect consumers to know the name of every feature on the site? Yeah, those.
8) I'm sure no one reading this would ever do the previous two points, but let's say there's a prior agreement with a third party, and you have one on your site. Make sure the community knows that it didn't come from you, and that you wouldn't do that to them. Graciously collect all complaints about them.
9) In global communities, be careful with how you use incentives. Rules vary by country, and international members could feel left out.
10) Remember that passionate communities LOVE their site. If they honestly believe you are working to make it better, they will bend over backward to help you. Authenticity and genuine interest will be your most valuable tools.