This may appear to be an oversimplified list - but if you do these 4 things I guarantee you will be more successful:
- Look Everywhere - don't just search online - there is much more relevant information in libraries and archives and courthouses, etc.
- Talk to Old People - heck - talk to all your relatives, but especially the older ones for obvious reasons. Unless you can talk to the dead their memories die with them.
- Write Stuff Down - especially where you found those pertinent documents and please cite your sources in some standard way so you and future researchers can find what you found.
- Use your "Own" Brain - analyze what you have found and don't easily settle on the first "evidence" that you find. Also using your "own" brain means don't just copy someone else's tree without detailed analysis.
Stay with these basics and you will improve your results.