I outlined the arrival of my ancestors from 1621 - 1852 for a few days. I thought maybe you "newcomers" [post-Civil War immigrants] might like some tips on research.
 Census records [federal and state] for 1870-1940.
 Birth records [indexes and digital images]
 Marriage records [indexes and digital images]
 Death and cemetery records [indexes and digital images]
 Naturalization records
 Immigration passenger lists
 Compiled genealogies, local histories, etc.
 Ellis Island website
 Military records
 "Home country" records
I've always been a bit envious of those folks whose ancestors arrived during the late 19th - early 20th century. A ton of records have been generated for the 1880s on. Naturalization papers and detailed immigration records, for example, would be wonderful resources to have for the late 1600s!
Note: For those of you who believe your ancestors came into the States through Ellis Island, be sure to check the date of arrival. You may need to check out Castle Garden. Ellis Island opened about 1892 [not sure on the exact year]. Castle Garden was its predecessor.
Also be aware that there were other ports of immigration on the Atlantic coast: Boston, Philadelphia, Baltimore, Savannah, Galveston and others. Don't forget Canadian ports! If your people came in from the west, check LA, San Francisco and other Pacific coast ports.