Review all the information you have collected so far, do a fresh analysis of the sources you have, and create a research plan. Also, if you haven't done so already, look for more general information about German immigration and German history, so that you can recognize the significance of clues when you find them. Start with what you know, and work backwards and outwards in small steps.
Assemble all the material you have, and make a checklist of what sources you have for each person. Put the events in chronological order; make a separate list of assertions for which no date stamp is available. If you find yourself saying "I know X" ask yourself how you know each thing. (Keep in mind that we can't directly know when and where our fathers were born -- or even when we were born -- we know because someone has told us. Who said so? What source says so?) Each one of these events can be analyzed, and each small detail can be used as a starting point for more investigation.
You can broaden your pool of possible clues by investigating siblings, and what some genealogists call the "cluster" or FAN (friends/associates/neighbors). The name "the FAN principle" is used by Elizabeth Shown Mills, the author of Evidence Explained; on her website she has Quicklessons that show how to do in-depth analysis of evidence, and how to study a FAN.
You can broaden your knowledge of what materials exist by reviewing the materials available on the Family Search Wiki for Germany; or looking for other research aids like the German Genealogy Pathfinder from the Genealogy Department of the Allen County Public Library.
Joe Beine has an extensive website called German Roots with many links of online resources. See his Basic Research Outline for German Genealogy for a checklist of things to do; it includes many of the suggestions already posted here, but may have others no one has posted yet.
You say "My father immigrated to the USA from Germany when he was in his teens with his brothers and mother, my grand-father passed away." but you don't say if you have looked for the passenger list with their arrival, or how you know when your grandfather passed away. You don't say whether you have looked for Naturalization records for your father or grandmother. It might help to review research guides like NARA's introduction to Immigration Records or Naturalization Records. If you look for more general information about how each historical record was created, knowing the context may give you clues about things to follow up on.
One thing that bothers me about doing genealogy in general is that discussion boards and mailing lists often encourage us to focus too much on getting help from other people who are studying specific surnames. When we ask the other people who study that surname and come up empty, we don't know where to go next. With my own research about German immigrants, I've found records that may belong to the same set of siblings with over half-a-dozen different spellings of the surname.
It can be more productive to ask help from people who are familiar with the time and place; they may not know the specific family you are looking for, but they will know the resources that pertain to that place -- and even if they are not working on the same surname, they may have seen records about your family because in the course of doing research in the area.
This is why I encourage everyone with immigrant ancestors to investigate all the US records as thoroughly as possible before trying to get back over the water. In my case, by digging deeper on the US side, I made contact with someone else in the US whose family had already done a lot of the work on the German side. I haven't followed up yet, but the information I got from my husband's cousin gives me a much more specific place to start than anything I had before.
It may not seem useful at first, but it really does help to focus one's thoughts by writing out a detailed description of your brick wall problem, or a detailed description of your previous research, as if you were explaining it to someone else, with copious notes on all the analysis and searches you have done so far. Often the simple process of writing everything down in one place reminds you of searches you meant to make but haven't done yet.
If you want to explore the area around Marburg, then a good place to start is by looking in the German Map Guides to Parish Registers. Marburg is listed as one of the parishes in Vol 10 - Hessen-Nassau II, Regierungsbezirk Kassel, Kingdom of Prussia. The map guides show you where your ancestors might have worshiped based on where they lived, which is crucial for finding the church records they might be listed in.
