"literature review" it is the first step in research work. so it should be done carefully and with great intention, but let me ask why do you want to do lit review??
If you want to get an overview idea about something. google scholar is free and cover not only medical science.
If you r looking for something specific you have to go through the specific data base and go through deeply even in reference in each paper. (some are free and some are paid even some are fee for some and paid for others)
NB: some universities provide access to the paid data base you can depend on it if applicable. other wise you can contact the author and ask for full paper.
As a medical librarian, I conduct systematic reviews. PubMed is free, but doesn't cover the European literature. Also, depending on your topic, there are databases specific to them, such as ERIC for educational material, PsychLit for articles in psychology, Embase for European articles. A systematic review covers articles from various databases, the 'grey literature' and examines the bibliography of all articles selected for inclusion, looks at abstracts of conferences, and hand searches specific journals. The reviews I've been involved in take on average 1 to 2 years to complete.
The best place to start is a University Library. These databases are expensive and university libraries are part of consortia which allow for a bargaining position and make it possible to purchase multiple databases. You can access most databases from University Libraries. All the best.
My university's technical services allows us to set up a VPN connection (virtual private network), so that every student or professor can access papers published in online paid journals that the university has subscribed, from wherever I'm at (school, bus, home).
In Portugal we have several options, but b-On (http://www.b-on.pt/index.php?lang=en) conveys an enormous amount of scientific work from all over the world (meta-search).
I also used ERIC, but now they have a different policy that aims at preventing that personal data from authors to be fully accessible. So I've tried to get a few papers there, but the emails I´ve sent them have not yet been answered, and it has been over 1 month I've asked for them...
University and public libraries can request articles, books, theses, for you on interlibrary loan if they are not available on-line or in print in the library. Libraries in North America are interconnected and lend and borrow from each other usually at a cost.
A pity you did not indicate an area of study for the literature review. This is what determines which databases you actually use, since the idea is to find relevant sources. I gather that different universities will have different user interfaces for their libraries, but you might be able to find a page on the library website which gives you the names of various databases and what they contain. You could always talk to a librarian in a brick and mortar library, but you can get a lot real quickly from your institution's online library. I you are more specific I'm sure you will get more specific answers. All the best.
Piotr -- certainly PubMed is a good starting point, and some of the European literature, and psychological literature has been added over the years. However, we were discussing conducting a 'literature review'. Depending on the topic, there are specific databases that cover the literature specific to the topic: CINAHL -- nursing literature; PsychLit -- psychological literature; PAIS -- religion. Indeed, each topic is addressed in several databases. As mentioned above, consulting a university library's electronic databases, usually searchable by topic of interest, will bring up a listing of those databases. Database searches being of course the first step in conducting a literature review.