I thought I'd add to the other solutions by pointing out where the research subjects actually appear. Note that * means that the subject will not appear after that level, so make sure you don't leave without maxing out the research for it.
Pauper's Drop: Thuggish Splicer*, Leadhead Splicer, Brute Splicer, Big Daddy, Big Sister, Security
Siren Alley: Leadhead Splicer, Spider Splicer, Brute Splicer, Big Daddy, Big Sister, Security
Dionysus Park: Houdini Splicer, Leadhead Splicer, Spider Splicer*, Brute Splicer, Big Daddy, Security
Fontaine Futuristics: Houdini Splicer, Leadhead Splicer*, Big Daddy*, Big Sister, Alpha Series, Security
Outer Persephone: Big Sister*
Inner Persephone: Houdini Splicer*, Brute Splicer*, Alpha Series*, Security*