Of course, you're likely to want to look further afield than Apple's dictionary in your research, and that's where you start hitting your web browser, whether that be Safari, Firefox, or any of the alternatives. In fact, the Wikipedia browser – that's really what it amounts to when you've selected Wikipedia as your source – is a fine way of searching the community-contributed encyclopaedia.
Inside the app you also have access to the Oxford American Writer's Thesaurus and Wikipedia (OS X 10.5 Leopard only). Where the keyboard shortcut doesn't work, you can usually right-click (or -click) and select Look up in Dictionary from the contextual menu.
It's available system-wide in all Apple apps, so whether you're working in a word processor like Apple's Pages or surfing the web from Safari, you can just hit that key combination and up pops your definition.