If you haven't tried Find-A-Record.com, you are missing one of the most interesting and possibly valuable tools to be developed recently. The idea of the website is that you identify a geographic area where your ancestors resided and the program then gives you suggestions from FamilySearch.org, Ancestry.com and other websites of records that apply to that geographic area.
Here is a screenshot of a search for records in Sherman, Texas around 1900 with the paid site option selected:
There is now a Find-A-Record Blog that will keep you up-to-date on the improvements to the website as well as provide historical insight into the results you might obtain from a search. This website can be a very valuable tool for new researchers just starting out, but it can also be valuable as a reminder and help to seasoned researchers.