The LDS church has tasked themselves with the burden of filming (and evenutally indexing and making available on the web) every public accessible record with genealogical importance still available in the world. Their collection of microfilms is staggering in its scope and growing continuously. What you find available at the Family Search website is just the tip of the iceberg of what's available on microfilm.
The catalog of their microfilm collection is available on-line. Once you locate a microfilm that may have information of interest to you, you can go to the nearest LDS church and fill out a request, and within days that microfilm will be available. You do have to use the microfilm at the LDS location, where there are research rooms set aside with computers, microfilm readers and usually items of local genealogical interest. There is a small charge to get the microfilm, but no charge to use it, and there is no requirement to be a member of the LDS to use this service.
Using this approach you can "virtually" visit court houses and town halls and state and national archives in many jurisdictions around the world. It is the eventual goal of the LDS to get all this information fully indexed and available on-line, but this is a never ending, monumental task. Until then the next best thing is scrolling through microfilms. This is getting to be a lost art, but one that can still prove serendipitous.