One of the first things you should do when tracing your family is to join your local Family History Society as this way you can often use their records and there is usually somebody to show you the best way to go about your task. Some societies only have the records for their own area, but others have really good records for all the different states.

If you don't have a society in your area, or if they don't have the records you need; it is a good idea to check out your local library to see what they have to offer. A lot of libraries also keep copies of the Genealogical Research Directories which are issued every year. In these you can look up all the surnames that you are researching, and if you are lucky, you might find somebody else researching your surname in the same area. In the back of these books is an index where you can find the name and address of people researching your name, so you can swap information with them. In these days of computers, if they give their email address, you can check very quickly if they are indeed a distant relative.

As there are a lot of privacy laws, you have to be very careful that you don't advertise information of living people without their permission, which is another reason why it is a good idea to start with your grandparents.