Have you got more than one chess set? I sometimes set the position up on 2 boards, and use one board for the game line, and the other to explore variations.
OTB analysis

Have you got more than one chess set? I sometimes set the position up on 2 boards, and use one board for the game line, and the other to explore variations.
100 percent agree here. A lot depends on the level of analysis.
Some games or books are very lightly annotated with sidelines of 3 or 4 moves by each player. Here, you don't really need a second board. But for highly theoretical analysis, like in the book I'm currently studying, Chess Developments: The Grunfeld, the second board really is helpful.

There are small chess sets called "analysis chess sets" that have 12" boards and 2 1/2" pieces, so the setup PHudson describes won't take up too much space.
Or if you've got enough desk space you can set up a chess board in front of your computer screen and analyze on the physical board, while using the computer view to keep your place in the game.
I would like to get used to analysing more games, as a way of improving my skills, especially calculation. I mean, calculating multiple variations, trying to find the best moves, basically diving deep into the game and explore thoroughly both the moves played and the ramifications.
On the other hand, I would like to start playing chess over the board. I am getting to used to playing/analysing on the computer, I'd like to get the habit of doing so on a real board.
So my plan is to choose a game per day (played by me or a grandmaster) and play it over, analyse variations, learn about the opening, weigh one move against other possibilities.
My problem is a practical one: it is much easier to play through variations on the computer! You just press "back" and any move is taken back, whereas on a real board with real pieces, it is often hard to handle the pieces and take back moves, return to the original position, etc.
So, any advise on the issue? Should I stick to the PC to optimize my time, or struggle with a solid chessboard although it would take me much longer to explore variations?