Geocoding
There are multiple options and many resources on the Internet for learning how to geocode; in this case, for assigning an exact location to study participants.
According to Dr. David Rehkopf, what you decide to do will depend in part on the scale of your project. Larger projects might warrant hiring a company to do the work for you, but if you’re dealing with a small number of addresses (a few hundred or fewer) you can enter them one at a time by hand in Census Fact finder to get the census tract from an address.
US Census Fact Finder:
http://factfinder.census.gov/servlet/AGSGeoAddressServlet?_lang=en&_programYear=50&_treeId=420
Once the geocoding is complete, your data will have the census tract linked to participant ID number, in addition to having the associated geographic coordinates (such as latitude and longitude).
To link the geocoded data to census SES data, there are several routes you can take, including an FTP download of raw census data.
For more information, visit Harvard School of Public Health's Public Health Disparities Geocoding Project monograph at: http://www.hsph.harvard.edu/thegeocodingproject/
The project offers a primer on the basics of geocoding, including descriptions of the many options and services available, and the nitty-gritty details of address cleaning, address formatting, and evaluation of geocoding accuracy.