If you want something free, [url]www.rootsweb.com[/url] is a good bet. That's where I started out doing my genealogy (been working on it for almost 10 years). If you find the links on the right column for USGenWeb Project and USGenWebArchives, you can look at what they have on the state and county level.
If you want something you pay for, I highly recommend Ancestry.com. I've subscribed to their site for something like 3 years now and couldn't be happier. I mainly use Ancestry.com for the Census records and military records. I also use their family tree program "Family Tree Maker", I believe you can download a trial version. I've got that, and have never payed the $30 or so for the full version. The basic features will work indefinately.
The two sites are affiliated, and the family trees you can search on either site are actually the same datatbase, and is free. The trees are user-posted, so everything you find is not necessarily "right".
If you happen to have ancestors in early Virginia, you are in luck. The library of virginia website has several online databases of scanned images of land records and some military records (free!)
http://www.lva.lib.va.us/whatwehave/
A good resource for websites with information (both free and pay) is
http://www.cyndislist.com/
"The funniest thing about time is when it doesn't. I'll leave you hanging there for the moment, and let you age while the shadows don't lengthen, if you see what I mean." ~~Steven Brust