I've made two excursions to Kentucky for research and history trips. My primary Kentucky families are Land, Gulley, Cawby and Barlow. Madison and Jessamine Counties were the main focus, along with the KY History Center and the Archives at Frankfort. I also visited the Sons of the American Revolution Library in Louisville.
The History Center was a treasure trove for the Land and Barlow families. Local facilities in Madison Co., especially the library at Eastern KY University were helpful for my Gulley research. The Jessamine Co. HS had Cawby info. I also visited the cemetery where Cawbys are buried. It was in poor condition, but due for renovation soon.
I also took trips to Boonesborough and Harrodburgh to get the flavor of the perod.