I hear that question a lot.
There is sometimes a vast amount of information that can be found online. Sometimes there is just nothing. It depends. Aside from Ancestry.com and Fold3.com, where is a good place to search for information?
For digital newspapers, there are paid services online, like newspaperarchives.com and genealogybank.com, but there are a lot of free papers too. Here is just a few
5. National (not all states)
If your state isn't listed, it just means I haven't researched there. To find a newspaper digital collection, search exactly that and the state, you may be surprised what comes up.
State Archives are wonderful resources, some have added digital collections online, others have little to offer online but an index. Some of my favorite collections are, the chancery court records online for the Virginia Archives, the transcripted wills for South Carolina, the Spanish land grants for Florida, and Florida's Civil War Pensions at the Florida Archives. Tennessee and Alabama have instead partnered with ancestry.com and familysearch.com so you can find some of their collections online there instead of on their sites.
Archives.org is a great site for books, but so is this one I found. It has the collections from Archives.org plus more. It is kind of a clearing house for online books. One of the great collections here is the territorial papers of the United States. Online and viewable. I tried searching within the collections for a surname, and yes, it works.
There is of course online google searches. I caution anyone from using as gospel someone else's research. First you need to verify what they have yourself. You want to make sure that the information is accurate. If you have a theory, it's okay to share the theory, just make sure you say it's a theory, or explain yourself. Make sure you search google books. Sometimes play around with your searches, get creative. You may be surprised what you find. Like, for example, the Choctaw mission information I found on Google Books.
For published government periodicals, so far the best place, aside from here, has been genealogybank.com. Though you have to pay for it, and the search function isn't all that easy (you get way too many results sometimes), it does have publications that you find not digitalized on google. Several universities have digital collections that are including more historical works, sometimes even the collections or papers of an individual or family. With this you can find some great stuff. The best site for me is the University of Oklahoma's collection, but, unfortunately, the collection I most want to see has some problems online at the moment. The Peter Pitchlynn Collection works and should not be missed.
Fortunately, sometimes the collections will pop up when you search a name. I have found some great stuff in Mississippi, Oklahoma and Alabama at archives and universities this way.
The Bureau of Land Management's available (not all states) land patents, military bounty land grants, etc are awesome. Sometimes though, it seems like a regular search of a state doesn't give me my guy, but if I search by authority, like military bounty land, or Choctaw Scrip, then I get my answers. Don't forget to check the survey images for the township and ranges that you can access from the results. Sometimes there is some great stuff on those images. You can find the BLM site here. (Apparently with the government shut down, this isn't working because it worked two days ago).
That brings me to the big one. Familysearch.org. It's free, which is great. It has images of marriage records, which is awesome. It now has several links that send you to it's sister sites ancestry.com and fold3.com (which are owned by the Church), but there are some great collections you can browse. It takes time, patience, and a good internet connection.
Some of the great collections are, the United States Land Bureau plat books, the Draper Collection, Probate records for almost all states (though incomplete counties for some), Mississippi Various records (which includes counties in Alabama when it was Mississippi Territory). Don't miss these collections, because what you find can be invaluable.
For native american indexing of the Dawes rolls, the best site is still Accessgenealogy.com. They have other records besides native records, but they were one of the first free sites out there.
Good luck, and happy searching. .