The two main reasons for citing your sources are:

1.  To properly credit another scholar's work (and avoid plagarism).
2.  Allow the next researcher to track down the material you used in your paper. 

In order to do this you must cite the specific work you used.  That is cite to a specific journal article, chapter in a book, a specific page at a website. With a few limited exceptions you would never cite a database e.g. JSTOR, or Project Muse. Instead, you cite the article by title and author, the journal it is found in by title, volume number, and date and then note the database it was found in and the date you accessed the information. The exception to this a database that produces information on the fly. For example:  if you generate a table of data from the World Bank's World Development Indicators databank, you would note that as the source since it is not possible to point to a specific item.

The resources below can help you properly format your citations.