I have been doing my Family Tree for sometime now and might be able to pass on a few useful tips for those now entering that dreaded black hole - ie beyond Census and BMD records!
As one of the correspondents on this thread said, it does eventually become a case of actually doing some legwork (literally) and visiting the towns where your relatives lived (can be very interesting anyway and put 'meat on the bones' so to speak) and this can work out well if they were always in the same area, but not so easy if they moved all over the country or countries and perhaps even had a name like Smith!
As it was mentioned on here, I presume you have all found that brilliant website www.familysearch.org
, which has millions of Parish Records from different countries, going back hundreds of years. This is the Church of the Latter Day Saints' (Mormon) website. We have them to thank for more or less single handedly (beginning in the 1930's I believe), not only transcribing all our surviving old Parish Church Records but also putting them onto film so we can see the originals and thereby saving them all for posterity. These they then generously made available to the public and at no charge.
As well as their copies of Parish Records, they also include 'word of mouth' genealogy information of births, marriages etc, passed down through the families of their Church members.
Because these are not taken from the Parish Records, the information is noted down with the letters LDS.ie that it has been supplied by one of their members.
Often these are quite accurate and if not entirely so,(like our own family info gleaned from ageing Aunties and Uncles!) can give you some possible leads or clues as where to search next. But also bear in mind, they can be completely wrong too!
On their website, if you click on LIBRARY on the top bar and select FAMILY HISTORY CENTERS you may be able to find one reasonably close to you. These are open to everyone, not just members of the Church and you can view the records on their micro fiche readers. If you are not searching locally, then you can ask them to get in fiches from other counties or countries. For details of what they can provide, just click on the options on the left bar.
Another useful thing to know is, if whilst searching on their website you happen to come across a family member or possible one, then look down to the bottom to the SOURCE INFORMATION. It will list a batch number with C in front for Christenings and M for marriages. Click on this and it will open up another search window. Just add the SURNAME of the family and it will give you all the records with that surname from that particular Church. I have found many siblings, parents and even grandparents by doing this.
Another useful website if you want to select churches in a particular town, is to use Hugh Wallis IGI Batch Numbers. He set his web site up because he was aware that Familysearch didnt allow you to search on a surname only, (except when you went into a batch as I described above)or even on a particular town or county, which is okay if the name is reasonably uncommon, but not if it is Smith or Brown. These are his Genealogical Web Sites. http://freepages.genealogy.rootsweb.ancestry.com/~hughwallis...
Here you can select a county, then a town and the churches and their records. He does not include any LDS entries, only those from Parish Records.
He also has a Middle Name Index, which can prove very useful if a name runs through a family. In the past, when a couple married, the mother's maiden name, was often included as the middle name (as we now still have double barrelled surnames - but deemed to be a bit posh!) and these were passed down through the families. But not just her's, the paternal grandmothers' were also used and other family members. Sometimes they included an ancestor's name because they were well known or famous, which can be very intriguing if you find one in your family - and worth a search!
If you look down further on this website, Hugh Wallis is the OPC (online parish clerk) for Devon and has a special interest in the Stoke Damerel and Plymouth areas. So if your family came from Devon, this is very useful as he provides 'look-ups'.
It is also quite a good idea to join your local Family History Society if you are just starting out, even if you dont have ancestors in the area as their members can be a mine of information, especially for a newby. Or you could join one of the oounty ones - most are listed online, if you're searching elsewhere.
Hope this helps.