When searching one's genealogy, much information can be found in by visiting the National Archives. The archives provide access to microfilm and other documents, including census, immigration, military and land records. You may experience long wait times due to the number of people that are attempting to trace their ancestors, so it's recommended you do some homework BEFORE you head to the local office.
If you do not have an office nearby, you can join ancestry.com but if you want to view documents, you will have to become a member and pay a monthly or annual fee. The National Archives also provides access to ancestry.com, but the documents available may be limited.
It can be tedious finding the records that pertain to your particular family tree, especially when you understand there will be misspellings, typographical errors and bad handwriting. Though after you grasp how it works, it can become very rewarding.