I'm not related to the Alexander surname but I've been tracking some of this surname as well as the Ewings, Porters, Polks, Pollocks, and a few other connecting families from their first arrival in America prior to 1700 in an effort to study migration patterns of my own Polk ancestors.
I got started with this project because I suspected many traveled together and were either related or at least knew each other. I've accumulated quite a bit of information on various Alexander families from documented resources such as land, church, county histories and censuses and would be happy to look through what I've got for anyone searching for someone in particular.
From what I've documented, the earliest Alexanders, prior to 1700, came to the Eastern shore and settled in Somerset and Talbot Co, MD, and Cecil Co., DE and some of the same generation moved on from there to Virginia and North Carolina, and later generations moved west to other states.
The best advice I can give beginning researchers for ANY surname for the most productive results is to 'start at the end instead of the beginning'. What I mean by that, is start with yourself and move back through time to the earliest immigrants.
One of the most useful tools I've found also happens to be absolutely FREE, and free is always good.:)
(A volunteer of my local family history shared this advice with me.) Most public libraries subscribe to a genealogy program called 'Heritage Quest'. And with just a library card from your local library, you can use your member number to access the Heritage Quest program from your own home any time of day or night. What you will find in the Heritage Quest program is every census for every state, which you can even print off and its all free. So, call your local library and ask if they subscribe to Heritage Quest and if they DO, go get a library card! I have to admit this is the only time I ever went to my local library 8 years ago. Once you have your library card, go home and get on your library's website and use your library card number to access their Heritage Quest database.
From yourself, your parents, grandparents and great grandparents, which you should have local resources to, then jump to those census records through Heritage Quest and trace them. When they disappear from one county, broaden your search in the census records to other counties and then other states.
A word of caution.. Keep in mind that census records often have incorrect spellings of names because the census taker would often write down the name the way he heard it and in earlier censuses it was often a child that answered the questions while their parents were away working. How many kids even today would accurately know where their parents were born? The value of censuses is finding the names of additional family members. Any other information found on a census should be considered merely a clue for you to check out yourself for accuracy.
From census records, then go online and research the county history for where your earliest proven (by census)ancestor lived to learn when that county was formed and from what other counties. This is extremely important! This will give you other counties from which to search for information.
As an example, my earliest proven ancestor was a James Pollock whose Will was probated in 1773, on which he states he was a resident of Hopewell Twp., Cumberland County, PA.
A quick read of the Cumberland County History reveals that Cumberland Co. PA was formed from Lancaster County in 1751 and Lancaster Co. was formed from Chester Co., which was where I found his Last Will and Testament filed (in Chester County). I STILL don't understand why it was filed in Chester County since he died in Cumberland, but that's neither here nor there. The important thing is that I would never have found that Will if I had not read the history of the county and its formation as well as the township formation dates and know what other counties to check. From county histories, you can then go to state land records, which most are online and free to search, as well as church records. A wealth of information can be found in local historical and genealogy societies in the county of your earliest ancestor that you've proven from other records already mentioned. If you don't live there yourself, I've found that most of these organizations are run by dedicated volunteers. For a nominal research fee or the cost of joining (often times around $15-20.), they are more than happy to help you in your research.
I would caution you NOT to rely on other published family histories on the internet as gospel. Many of the older published family histories have been found to contain numerous errors in them by modern day researchers and DNA evidence. With all due respect, they did the best they could with what resources they had available to them at the time. In this day and age with original records, or at least transcriptions of them, available with a click of a mouse, we have no excuse to merely copy someone else's work that may very well have errors in it. What we leave behind will be taken as gospel and this is how errors in our family tree get passed down.
Regarding early Alexanders in Pennsylvania. Search online for the 'History of Mifflin County, Pennsylvania', (even if you don't think your ancestor lived here). There are listed in this county history many of the early Alexanders to PA.
In this history is mentioned one of the first Alexanders to locate in this area of PA, namely James Alexander (1726-1791), who was the son of John James Alexander (1700-1777) and Margaret Glasson (1700-1777), natives of County Armagh, Ireland. Many of their children are mentioned as well as where they settled. Although the information of these Alexanders is mentioned in the Mifflin County History of PA, a quick search for the 'history of the formation of Mifflin County, PA' reveals that this area was considered Cumberland County at the time of their first land purchases. If I had not learned when the counties of PA were formed, I would not have known where to look for records. At least this line of Alexanders appears to have first settled in Cecil County, Delaware in the 1730's. For more information about this line of Alexanders, check the 'Abstracts of Cecil County Land Records 1734-1753'.
A few interesting quotes extracted from the 'History of Cecil County' are in reference specifically to the early Alexanders and the reason they fled from Scotland to Ireland:
"The Alexanders, and probably most of the other original settlers of New Munster and the parts of Pennsylvania and Delaware contiguous to it, were Scotch Irish..." Pg 138
"They were called Scotch Irish simply because they were the descendants of Scots who had taken up their residence in the North of Ireland." pg 140
"The wretched policy of the House of Stewart, which had an unlimited capacity for tyranny and oppression, soon drove these people to seek asylum in the wilderness of America." Pg 140
Hope this gives you a few leads for finding your ancestors.