Have you watched this show? If you haven't or would like to watch an episode or two again, it's on HULU. It's pretty interesting to watch the process - of course some of them are paying people to find the info for them - but it's all very interesting. I especially loved the show with Ashley Judd because it taught me to not only find the names of my ancestors but to also find out their stories. What was going on at the time in the places my ancestors lived? What were they sorts of things were they involved in? I know there are a few Union soldiers in my family. I know some of them lived in Maryland in the 1700's. This show increased my desire to find out more about them.
Here is something super useful in any family history search.
Find links to death and other certificates, the grave #'s, and grave marker photos at Find A Grave