One thing I do when I'm pretty sure a family was in the area where I'm looking, but the name may be mangled beyond recognition, is to search for neighbors who were on the prior census and may still be in the area (particularly true of farmers, they couldn't just pick up and move very easily!) Also, adult family members often lived more or less in the same area - if you can find a sibling, and then search a few pages forward and back in the original records where the sibling appears, you may find the people you are searching for. I agree that it helps if someone has an unusual first name (whether it's the person you're searching or a near neighbor from the prior census).
Also, I always check Find A Grave for the state and county (or counties) where I think a person might have died, or was last known to have lived. I've had some very good success with that - but, please don't take things at face value, if there is no photo of a gravestone (I could tell you of several instances where I know that the entry is what someone thinks "should" be where the person died - including my gg grandmother who was for a time listed as having died in 1826 in Kentucky, when she actually died in 1900 in CA, and my 7th gg grandfather, who was listed has having died and been buried in New Jersey when he actually was in Maine and never had been to NJ). If you get lucky, however, you may find not only the people you are searching for, but a gravestone that mentions the wife's maiden name, or the parents' names, or whatever. Also, you might find children who never showed up on a census (but you know it's the right family, because the gravestone mentions the parents' names).
Another good source (depending on what part of the country, and what your ancestors did for a living) is the government land sale records - if you get a hit, you often will find not only where the person bought land, but also where they were at the time of the sale (e.g., John Smith of X County, State 1, bought land in Y County, State 2, on a specified date - I've even had a few where it mentioned that the original purchaser had died, and title was being issued to the widow or other heir).
If you know that someone is from the Civil War era, check the pension records. There also are Confederate Widow Pension records which could be relevant - I found a lot about one gg grandfather that way, because his widow had to list his parents, when and where she married him, their children's names and ages, where she lived and when she moved there, etc. - the Confederate Widow Pension records are with the state where the widow lived when she applied. The Union records appear to be in Washington but I have not specifically researched those yet.
Another source that's sometimes good (varies a lot) is USGenWeb, for the state and county you want. The County level depends entirely on how good the local volunteers are, but can be really fabulously helpful.
Still another source - if the state you are researching has old voter records on line, you may find a lot that way. I have found ones from about 1910 - 1930 that had not only the name and address, but often the occupation as well (if spouses both voted, they will both be listed together in the record, as will adult children living at the same address). Since these (back then) were updated every couple of years, they make it much easier to track movements than the census records, and also fill some gaps (and they may tell you which census records, and in what location, you need to examine more closely).
Good luck with the search, and don't get too discouraged.