There are a surprising amount of records available form the Dept. of Vital Statistics of the various. Death Certificates are readily available. I recently obtained a copy of my great grandparent's Death Certificates from Kentucky, they both died in 1925. The Death Certificates listed the names of their parents as well as the birth dates, death dates and the place of burial of my Great Grand parents..
The cost of obtaining these certificates is very reasonable and provides a primary source of documentation.
The LDS Family History Centers can provide microfilm copies of census records and many other records. You don't have to be a member of the LDS Church to use these centers. They are located in most larger cities.
The best place to start your family history is with you own older relatives, most of the are happy to share the information and stories they remember with you. One of my wife's Aunts had an old bible with loads of information in it she had gathered over the 80 plus years of her life. She has always been the best source of information on my wife's family.
Happy Hunting,
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