I do advise a membership in a good genealogy research site. I personally have been a full member since 2001, when I went professional. It's expensive, and you may not want to spend that much money right away. There are less expensive memberships, but you may end up paying more in gas and copies than what the pricier membership can find for you.
Don't overlook free sites, either! Like FamilySearch.org, FindAGrave,and even Wikipedia, and Google. You'd be surprised how much information you can glean from non-traditional research sites!
Join local historical society's. You can learn a lot from their monthly meetings! Especially local research. Join genealogical societies for the area where you will do your most research. I live in West Virginia, but I belong to two societies in Indiana because that's where my Mom's family was from. These can be fairly inexpensive from $20 a year, all the way up to over $100 a year. Don't mortgage the farm to become a member in the things you are searching for! Remember, foot work can be very cheap!
When going to the court house, go prepared with a list of the documents you'd like to find. You will be shown where to search for them, and where to make copies. Where allowed, I simply use my iPhone to take clear digital photographs which I then upload to my genealogy program.
And which genealogy program do you use?
I personally have stuck with FTM (Family Tree Maker) since about 2003 or 2004. Updates are free. Every so often I purchase the latest version, and upload my files into that. My files have grown exponentially over the years. But I have digitized EVERYTHING! From photographs to census forms, and vital records.
There are free genealogy programs out there, but I haven't seen one yet that would keep up with the ever changing world of technology like the FTM does. You can find it on Ancestry.com, or on Amazon.com. You can either purchase the disc to download it to your PC, or you can download the program directly. In this matter, you really get what you pay for, and I would plan on spending about $40-$90 on this depending upon your budget.
Of course, you can always do everything by hand if you want. There are blank genealogy forms to assist with this.
I may be a bit anal, but I have hard copies, and my digital copies. I also backup my digital files twice monthly. Why twice a month and not just once? Because I once lost my entire file due to a laptop melt down. (The fan died, and I didn't know it. My files were literally in a melted mangle of goo. It literally took some stealth software, and an ex-government agent to retrieve it! Costing me nearly a thousand dollars. But worth every penny to me!) My back up files are in 3 locations. One in the cloud. One on a thumb drive. And one in a separate external hard drive. Please don't ever skip making at least one backup!
I hope this may have helped in some small way.
Now, get out there and grow that family tree!