cyndislist.com (links to just about any subject)
(tells what is published online for a particular state) and its companion site, Online Birth and Marriage Indexes for the USA (http://www.germanroots.com/vitalrecords.html
) Joe Beine, the creator, lets you know if a site requires a fee, or is free to use.
A good blog to subscribe to is Eastman's Online Genealogy Newsletter. There is a free version and also a version where you can pay and get "plus edition" articles. Dick Eastman has a great article regarding the myth behind a coat of arms:http://blog.eogn.com/eastmans_online_genealogy/2009/11/the-m...
Also, don't forget to check your local library. Many times there are online databases of interest.
I'm not sure what you mean by "research a particular census rather than doing it page by page as is done on the ancestry.com queries." Can you please clarify?