Another good resource is the Mormon church. They have assembled more records in one place than just about any other organization. Awhile back when I was doing some researching, they were just getting the records online. Now, it appears they have done that at www.familysearch.org - they boast the largest free collection of records.

I started and stopped on this search. My grandpa's side is easy because his family came over in the early 1900's. He was the last of 5 children and the only one born in the US. I found an online census report from 1930 showing their household. My grandma's side is harder and I haven't even really started looking at that. My paternal side is a mystery - never met my dad or his family and only have a name.

There is info out there, but the search can be consuming. I think I will start looking again at some point in time. When my grandma moved in with me last year, she had some documents that are quite helpful. I actually have my great grandfather's naturalization certificate and some birth certificates. It's like touching history. Holding that certificate the listed my great-grandfather as a "subject of the Chancellor of Germany" was amazing. You could almost feel the hope and dreams.