Retrieval-Augmented Generation (RAG) has emerged as a reliable external knowledge augmentation technique to mitigate hallucination issues and parameterized knowledge limitations in Large Language Models (LLMs). Existing Adaptive RAG (ARAG) systems struggle to effectively explore multiple retrieval sources due to their inability to select the right source at the right time. To address this, we propose a multi-source ARAG framework, termed MSPR, which synergizes reasoning and preference-driven retrieval to adaptive decide "when and what to retrieve" and "which retrieval source to use". To better adapt to retrieval sources of differing characteristics, we also employ retrieval action adjustment and answer feedback strategy. They enable our framework to fully explore the high-quality primary source while supplementing it with secondary sources at the right time. Extensive and multi-dimensional experiments conducted on three datasets demonstrate the superiority and effectiveness of MSPR.