Remember that spelling was phonetic (FONETIK!) until the mid-1800's.  Check all possible spellings of your surnames

Early county records, such as birth, marriage and death were not kept by the counties. Check the local church records instead.

Naturalizations could be registered at any court. Many people registered at the NEAREST court,  not necessarily the one with local jurisdiction.

On the home page for Ancestry the upper menu bar contains : 'Home, My Ancestry, Search, ...'. 
Click on 'Search'.  Toward the upper right of this window is a box titled 'Search Resources'.  Click on 'Card Catalog'.  You can find databases and books by searching in the 'Database Title' field. Note that in the lower part of that window you can also browse database titles.
With thanks to John Weaber for this tip.
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In a world where we can click and add a record to our tree, it's easy to lose track of all the details we find in a record. As we continue to gather records, a lot of clues get lost along the way. Periodically it's important to go back and do a comprehensive review of what we have accumulated. If we look at the big picture, we're going to spot a lot more opportunities for further research and we may find that the clue you've been searching for has been sitting in your files all along. Here are some tips for reviewing what has been found for an ancestor. Take some time to step out of the search mode and gather all the information you've found on an ancestor. Grab a pad of paper or open up a blank document on the computer to take notes. (If you're like me and are tempted to run off and investigate the first item you find, you might want to stick with the pad and paper and leave the computer off. Many a review session of mine has gone unfinished because I saw "something shiny in the distance!") Inventory the records you have collected on the person, and go through and re-read them, taking notes on any thoughts that come into your head. Make to-do lists as you find things you'd like to follow up on. I use charts liberally in my reviewing. For example, if I have an ancestor whose age is inconsistent in multiple records, I'll create a chart of all of the places where I have an age for that person, and estimate the year of birth. When I look at the big picture, sometimes it's easier to figure out what record or records are more likely to be correct. I've also created lists of sponsors for families and have often found relations within these lists. Once you've completed a thorough review, you're sure to have a healthy to-do list. Now it's time to power up that computer again and start tackling whatever you can online. With the information fresh in your mind, your chances for success are very good!
Thanks to Ancestry's Julianna Smith
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GENERAL   TERMS

Record - Information about an event. Example: birth   record.

Certificate - An official document typically issued by the   government recording an event. Example: birth certificate.

Certified   Copy - A copy of a document certified as a true copy of the original by some   authority with a seal, signature, or stamp.

Collection - A compilation   of records distinguished by source, record type, or other criteria.  

Index - A list of records typically organized alphabetically. Indexes   can be printed in book form, microfilm, microfiche, or found electronically on   the web or CD-ROM.

Oral History - Facts, traditions, and stories   passed from one generation to the next by word of mouth.

Primary   Source - A first-hand account of a particular event. Primary sources may   include: written letters, personal interviews, speeches, diaries, etc. Also   known as an original source.

Secondary Source - A second-hand account   of a particular event. Secondary sources interpret and summarize information   based on primary sources and other secondary sources - not personal   experience. Secondary sources may include: newspaper articles, television,   websites, textbooks, etc.

Microfilm - Contains miniature copies of   original documents on transparent film. This film is stored on reels and   interpreted with a microfilm reader.

Microfiche - A sheet of microfilm   with miniature copies original documents arranged in a grid pattern. This film   is interpreted with a microfiche reader.

Circa - Estimated date.   Example: circa 1940.

Soundex - A method used to group names that sound   alike, but are spelled differently. Genealogists use Soundex to determine   possible variants of an ancestor's surname, as it is not uncommon for spelling   to change from generation to generation.

Double-Metaphone - A method   used to group names by pronunciation. Designed as an improvement to Soundex   and Metaphone, Double Metaphone is considered more precise and sophisticated   than its predecessors.

Surname - Also known as last name or family   name.

Immigrant - A person who moves from one country to another. Also   known as an emigrant.

Occupation - Is the type of work that a person   does. Example: carpenter. Also known as profession.

Deceased - A   person that has passed away.

Decade - A period of ten years. The U.S.   Census was taken every decade beginning in 1790.

Century - A period of   one hundred years. Example 1800 to 1900.

Veteran - A person who has   served on active duty in the armed forces and was discharged or released.  

Pensioner - Someone who receives as pension fund. A pension is a   benefit paid to a person for military service.

FAMILY TREE TERMS

Family Tree - Visualization of ancestry or pedigree. Recorded   in GECOM file.

GEDCOM - A standard file format for genealogical   information. An acronym for Genealogical Data Communication.

Family   Group Sheet - A basic form containing information about one family unit   (parents and children). Dates and locations of vital events like birth,   marriage, and death typically included.

Pedigree Chart - A basic form   that charts a person's family tree (siblings, parents, uncles, aunts,   grandparents, great-grandparents, etc). Each new generation adds another   branch to the tree. Also known as a Family Tree Chart.

Generation -   People of approximately the same age, living at the same time.  

Ancestor - A person you descended from. Also known as a progenitor.  

Genealogy - The study of family history.

Brick-Wall - An   obstacle or dead end in your family history research. Oftentimes a brick-wall   is only a temporary setback.

RELATIONSHIP TERMS

Progeny - Descendants of a common ancestor.

Heir -   Someone entitled to receive an inheritance. Inheritance may include: property,   possessions, titles, etc.

Sibling - A person who shares at least one   parent in common with you. Also known as a brother or sister.

Half   Brother or Sister - A person who only shares one parent in common with you.  

Step Brother or Sister - A stepparent's son or daughter (not a blood   relative).

Spouse - A person that you marry. Also known as husband or   wife.

Stepparent - A person that your mother or father marries that is   not your biological parent (not a blood relative).

Stepson or daughter   - A child your spouse conceived in a previous relationship (not a blood   relative).

Son or Daughter-in-Law - The spouse of your son or daughter   (not a blood relative).

Mother or Father-in-Law - The mother or father   of your spouse (not a blood relative).

Paternal - Descending from your   father's line.

Maternal - Descending from your mother's line.  

Cousin - Your aunt or uncle's child. Your cousin has the same   grandparents as you. Also known as a first cousin.

Second Cousin - The   child of your first cousin once removed. Your second cousin has the same   great-grandparents as you, but not the same grandparents. Likewise your third   cousin has the same great-great grandparents as you, etc.

Removed -   Describes people from different generations. Once removed means there is a gap   of one generation; twice removed means there is a gap of two generations.   Example: your cousin once removed is your parent's cousin.

Nephew or   Niece - Your sibling's son or daughter.

Grand Nephew or Niece - Son or   daughter of your nephew/niece.

Uncle or Aunt - Sister or brother of   your parent.

Great Uncle or Aunt - Uncle or aunt of your parent.  

Grandparent - Mother or father of your parent.

Great   Grandparent - Mother or father of your grandparent.

TECHNICAL   TERMS

Upload - Is to transfer a file from your home computer   to remote location. Example: upload your GECOM to a website.

Download   - Is to retrieve information from a remote location to transfer to your home   computer. Example: download your GEDOM from a website to save or view on your   home computer.

PDF - Acronym meaning Portable Document Format created   by Adobe Systems. This electronic file format allows you to view and print   historical documents easily.

RECORD TYPES

Public   Record - Information recorded by local, state, or federal government agencies   available to the public. Examples include: vital records and court records.  

Vital Record - Records of important life events including birth,   death, marriage, and divorce. Details may include: name, date of event,   parents, and spouse.

Adoption Record - Record of the legal placement   of a child with parents other than his or her own. These records are typically   confidential.

Military Record - Record of a person's military service.   Details may include: date of enlistment, rank, term of service, discharge   date, death date (if applicable), awards/ honors, etc.

Census Record -   The census is an official record of the population. The U.S. Federal Census   was first taken in 1790, and has been taken every decade thereafter. U.S.   Federal Census records are confidential for 72 years, so the latest census   records available for public view are from 1930. Census record details may   include: name, family members, age, state or country of birth, parents' birth   places, year of immigration, address, marriage date and status, occupation,   etc.

Passenger Record - Record of a person traveling on a ship from   one country to another. Passenger records come from passenger lists which were   submitted to customs officials. Passenger lists were required by the United   States government starting in 1820. Details may include: name of passenger,   port of departure, port of arrival, final destination, and name of ship.  

Immigration Record - Record of a person who moves from one country to   another. Details may include: name of immigrant, age, gender, departed   country, final destination.

Naturalization Record - Naturalization is   the process by which a foreigner can become an American citizen. There are   several different types of naturalization records including: Declarations of   Intention, Naturalization Petitions, Naturalization Depositions, and   Certificates of Arrival. Details may include: name of person, age, birth place   and year, immigration year, ship name and arrival port, signature.  

Newspaper Record - Information about a person or event printed in a   local, state, or country-wide newspaper publication. This could record an   ancestor's personal achievement, participation in a club, activity, or other   notable event.

Obituary Record - Record of a person's death.   Obituaries typically are written by an immediate family member to commemorate   the life of the deceased, and relay information about funeral arrangements to   the community. These records are printed in local newspapers and may include:   name of the deceased, death date, city/ state of residence, family members,   notable achievements, date and place of funeral. Also known as an obit.  

Church Record - Religious institutions keep official records about   their congregations and important events like christenings, baptisms,   marriages, and burials. Details may include: name of person, event type, date,   location, name of church and/or parish, and witnesses.

Land Record -   Indicates that a piece of property is owned by a particular person. Also known   as a deed. Details may include: name of owner, location, purchase date and/or   period of ownership.

Civil Record - A non-criminal government record   which may be a vital record, adoption record, immigration record, etc.  

Criminal Record - A government record related to a criminal   infraction.

Probate Record - Court record relating to a deceased   person's estate or will. Record may be a: will, estate inventory, list of   heirs, etc.

Intestate - The condition of a deceased person's estate if   no will was executed.

IMPORTANT COLLECTIONS

Social   Security Death Index - A database created and maintained by the Social   Security Administration containing over 85 million death records of   individuals with U.S. social security numbers. The majority of records are   from 1962 to present. Each record includes: name of deceased person, last   residence, birth date, death date, state Social Security Number was issued in,   social security number (depending on the source this may or may not be   provided).

International Genealogical Index (IGI) - A database of   millions of historical records of people living between 1500-1900, held by the   Latter Day Saints Church (LDS). The IGI is a compilation of various public   sources and contributions. The IGI is free to search at   http://www.FamilySearch.org.

UKBMD Index - An index of birth,   marriage, and death records from England and Wales from the General Register's   Office (GRO). The index spans from 1837 to 2005. Information included in each   record depends on the type of event and year recorded. Referencing the index   record may assist researcher in ordering a certificate.  

ORGANIZATIONS AND INSTITUTIONS

Church Of Jesus   Christ Of Latter Day Saints - A church with headquarters in Salt Lake City,   Utah with a growing world-wide presence. Also known as the LDS Church or   Mormon Church. The religion puts special emphasis on genealogical research and   has gone to extensive lengths to collect and maintain historical records, as   well as make them available and easily accessible to the public. The LDS   Church runs the Family History Library, the largest genealogy library in the   world, and the website FamilySearch.org.

Family History Library -   Located in Salt Lake City, Utah, this is the largest genealogical library in   the world with records from over 100 countries. The library is run by the LDS   Church. Public access is free. Branches of the library are called Family   History Centers, of which there are over 4,500 operating world-wide. Your   local Family History Center is a great source of historical records and   genealogical information.

National Archives and Records Administration   - The National Archives is an independent agency with headquarters located in   Washington, D.C (acronym NARA). NARA is charged with keeping and preserving   the nation's records. It houses important historical documents like the   Constitution, Declaration of Independence, and Bill of Rights, as well as many   collections of interest to family historians including: military records,   immigration records, passenger lists, naturalization records, census records,   photographs, and more. The official NARA website is http://www.archives.gov/.  

National Genealogical Society - An organization begun in 1903 with a   mission preserve and promote access to historical documents (acronym NGS).   They hold the annual NGS Family History Conference. The NGS website is   http://www.ngsgenealogy.org/.