Angie, I actually used a lot of different sources, some pay and some not, when I did research about 3 years ago. (My parents had died, I have no family and never married, so if I couldn't follow things forward, I wanted to know what family was behind me.) I'd be more than happy to pull some of my information together for you and send it on.
I would recommend the computer program that I use, Family Tree Maker. You can put the basics you know into the program, including any narrative notes, stories you've heard, etc., then print a variety of reports from that, including (of course) a family tree.
Each birth/death certificate you find can be a trove of information as well, often giving the residence, place of birth, parents' names, etc. Use that to fill in some blanks and give you new search directions.
If you know that relatives were in the military at any point, the National Archives can supply you with a lot of information as well. I've received pension records for a great-great-grandfather who died in the Civil War -- details of his children, family feuding over control of the children and pension, etc.
You can try these free sites:
-- they have a bulletin board as well, and many deal specifically with individual family names. You can post there. (I've found 4th cousins this way.)
-- immigration logs
genealogy.com -- some free information you can look up, some you'll have to pay for. (I bought a subscription to U.S. census records and found several good tidbits.)
ancestry.com -- again, some free, most you'll pay for. (I did pay for this and found it very helpful.) Some information is from records, a lot is supplied by other people doing research, so you must be aware that there may be some errors or missing information once in a while.
cyndislist.com -- lots of information, fun to look through.
I'll look at my records and see what else I came up with. It doesn't have to be expensive to do this, and was actually quite a bit of fun!