To fully understand a fish, you mush first swim in the water. There is no substitute for direct experience with a subject. Everything you do and learn contributes to your ability to find your elusive ancestors. Your ancestors are like fish swimming in sea of history. Do you think you can merely look at the sea and never get your feet wet and understand and therefore find, your ancestors?
Carrying this analogy a little further, In 1960 the Trieste, a bathyscape, was the first submersible to reach the bottom of the Challeger Deep in the Mariana Trench off of Guam at 35,797 feet below the surface of the ocean. Subsequently, further explorations re-wrote most of what was believed at the time about the bottom of the world's oceans. Much of this new information about the bottom of the oceans would have been discovered had not some explorers gone deeper and further than anyone had before. Your ancestors exist in an ocean of data and some of them are hidden in the depths. To find them, you must be like the explorers of the oceans, willing to go deeper and look further than ever before.
Mr. Spock on Star Trek is quoted as saying, "When you have eliminated the impossible, whatever remains, however improbable, must be the truth. However, he was merely quoting Sherlock Holmes in the Arthur Conan Doyle story, Sign of the Four, Chapter 6, Page 111. See Doyle, Arthur Conan. The Sign of the Four: Or the Problem of the Sholtos. New York: Ballantine Books, 1975 and many other collections and editions. Although it might be useful to have the almost superhuman abilities of observation of a Sherlock Holmes, it is not a requirement for practicing genealogy. It is however important to spend the time and effort of a Sherlock Holmes to find some of your ancestors.
May I suggest some of the areas where research will be necessary if you are to find the most elusive of ancestors.
National, regional and local history and geography
If you ignore history you may never figure out you are looking in the wrong place and at the wrong time. The necessary history may be a simple as checking to see whether or not a certain county or parish was in existence or as complicated as locating international boundaries during a time of war. I have previously suggested on several occasions that a researcher read every newspaper available where they think their ancestor lived. Few genealogists have even attempted to do so. Those who do, find their ancestor or have moved one step further towards eliminating the impossible. Going back to the fish analogy, you can't really expect to find an elusive ancestor if you are timidly sitting on the bank of the historical record. It is time to dive in and start learning all about the times in which your ancestor lived and died.
Always move from the known to the unknown
I can't imagine how many times this has been printed and taught to genealogists, but ignoring this principle is nearly always at the core of the problem in finding an elusive ancestor. It is not unusual for me to find a researcher looking for an ancestor without a shred of documentation for anyone in the ancestral line leading up to the missing person. I have even been met with hostility and disbelief when I have suggested that the problem in finding the parent originates in a lack of information about the child.
Go to the records if they won't come to you
I think on of the watershed experiences of doing genealogical research is when you come to the inescapable conclusion that you must travel to the place you believe your ancestor lived. Nothing else will get you further down the line.
Know what you are looking for is there before you go there to look for it
You may have to think about this statement for a while until you get what I am saying. My bad example was searching for hours in the Utah State Archives for a court case, only to find out all of the records had been transferred to the National Archives in Denver.
The record you find may prove something you did not want or expect
Very few of the family group records I found about a certain relative mentioned a second wife. No one seemed able to agree that he had one, but the court case I ultimately found in the Denver National Archives was a conviction for unlawful cohabitation, thereby "proving" that he indeed had a second wife. I was researching the record hoping to establish where he was born. Instead, I found proof of a second marriage.
Just when you think you have looked at all the records, you find out you are just starting
It seems very convenient when you are just starting out in genealogy to believe that once you have finished searching in the Census records, you are all through with your research. Of course, you soon find out the Census records are just the beginning. Don't ever believe that you have looked at all the records. It is impossible to do so and therefore as improbable as it may seem, there is always another record to look at or a new way to look at the records.
Never give up.