An important part of academic integrity is acknowledging the sources that you use to do your research. When you properly cite someone in your paper, you are acknowledging that person's ideas and work. We all like to have our work appreciated, even researchers!
Another important reason for citing is that it helps your reader understand the conclusions you are reaching in your paper because he or she can read the sources you cite. Your reader can follow your "footprints" to better understand the topic you are writing about.
These sites will help you to cite most common sources in a number of citation styles.