The AI could definitely be smarter about what it's targeting. I'll go ahead and build mostly empty research stations around my HW, and it seems to really like trying to blow those up (thus risking an agent), even though those are completely worthless to me, considering I have no one on them, and I'm getting no research bonus at that location, and I always have more research capacity than total empire research potential after about 1 minute into the game. Lately, agents haven't been much of a problem though. My last game I caught around 30 agents to maybe 5 getting through (all targeting constructors or mining stations) because counter-espionage is so effective.
I get the impression that research stations and labs in general were more meaningful at some point, but I don't know the history on this stuff so I'm just guessing. Maybe it depends on your difficultly setting. The way it's working now, I think it'd be cleaner to have one research lab facility that enables to you take advantage of a bonus at a particular location, and then have a slider or something on the research screen that lets you specify what percentage of your empire research should be focused on a specific area. And maybe make bonuses from multiple locations stack the same way that multiple scientists at the same location stack, so if I have 30% HT location and another 28% HT location, I get a 30 + 28/2 = 44% HT bonus from locations. Then I might care more about securing additional research locations.