This might be a bit intimidating if you're new to genealogical research, but if you've been at it for a while and are comfortable online, you'll want to check out these great pages of links from ProGenealogists (incidentally, the company I use for virtually all of my Family History Library research).
United States Genealogy Sleuth
International Genealogy Sleuth
These are links that they use themselves when tackling their case work, and they've been kind enough to share them with all of us. Definitely worth a careful study. You just never know what terrific resource you might have been overlooking!