A major resource for your research is census records. US Federal Census records are available for 1790 - 1880 & 1900 -1940. Censuses are available for some states [taken every 10 years on the 5 - 1885, 1925, etc.] Non-population schedules are available as well [agricultural, manufacturing, slave] for some years. British and Canadian census records are also available. [British 1841-1901; Canadian 1842, 1848, 1851-1911].
Focusing on the US Federal Census:
The 1790 - 1840 census has limited information: head of household, males and female by age groups and number of slaves. The enumerator listed the number of males or females in each age group as of the date of the census. If the census was to be taken in June and you were born in September, your age is based on your last birthday.
Some professional genealogists have developed a chart to track ages from 1790-1840. Locate one, or design your own. List the members of the household with their birthdates. Across the top, write the census years. Plug in the probable age at each census. Then see if the family fits.
You may find that a few children show up that you don't have, or some missing that you do have. A baby may have been born in 1798 and appears in 1800, but not 1810 - he/she probably died before the 1810 enumeration. A child may have been born in 1802 and died in 1806, thus a no show in the census.
The enumerator may have erred in recording the members of the family. A male who should be 5-10 in 1830, but the record shows a male 10-15 who doesn't belong. Probably a misplaced "tick mark."
You may have to get creative in using the census. If you know your family was in Virginia in 1790 and Illinois in 1840, but not sure about the years in between, look for logical immigration patterns between the two states. VA to KY to IN to IL would be a possibility, as would VA - OH - IL. Search for the name of your head of household in all places, just in case the movement wasn't logical!
1850-1870: Everyone living in the household is listed with age, occupation, place of birth and other information depending on the year. Relationships are not given, so be careful when making assumptions.
1880: Relationships and parents' birthplaces are given for the 1st time. Marital status [single, married, widowed, divorced] is given.
1890: Fire destroyed most of the 1890 enumerations. Check your state[s] to see what survived.
1900-1940: Information varies from year to year. 1900 given month and year of birth. Year of immigration is given in some censuses; number of children born and surviving; number of marriages, age at first marriage are given in various enumerations. 1940 brought several changes and less information.
Beware: Enumerators were at the mercy of the person giving the information, be it the head of household or a neighbor. Ages were fibbed about. [There's no guarantee that the 1900 month and year of birth is right either!] Birthplaces might vary. Nicknames were given for both males and females [William, Bill, Billy, Willie / Nancy, Ann, Anna, Annie, Nan] or middle and given names used interchangeably. [Sarah, Ann & Sally Hall all could have been Sarah Ann Hall.] Children might be working for a neighbor or living with a relative. Don't assume all of the kids belong to both parents. If it's a 2nd marriage for either spouse, the older children may belong the husband or wife and the younger to both. If Papa is 40, Mama is 30 and the oldest kid is 17, chances are Mama is not the birth mother! The enumerator may give the father's surname to all of the kids, even if those from Mama's 1st marriage use their birth father's name.
Worst case scenario - your family gets completely missed by the enumerator.
Check a few families or pages before and after your family to see if any other relatives are living close by. Study naming patterns for clues.
Perhaps the most important piece of advice....SPELLING! Do not assume that the surname you are looking for is spelled the way you think it is supposed to be spelled. Think creatively. Try to come up with every possible spelling variation you can think of and allow for those you didn't think of.