I will caution you that you will have some family lines that you will get stuck on and may be stuck on for long periods of time . . . maybe even years. This can happen because resources aren't available to you or maybe the records you need can only be found through a research trip to your ancestor's hometown. Don't get discouraged, just put that research away and tackle a different family line. Go back to that brick wall research at a later date and see if by accessing new databases or ordering a different microfilm, you are able to find out even more information.
Although I believe that you should always start your research at home, via the Internet, Family History Center, and other local sources, you really may get to the point where a field trip to your ancestor's hometown is in order. Now, I realize this is not always possible. Raising children, health issues, finances, and a less than enthusiastic spouse can make such trips difficult. But if you can and you have exhausted most of your resources, a field trip might be in order.
From my own experience traveling to Texas from California to conduct research, the one thing that was obvious to me was that, some of the sources I found I could have only found on location. These source had not been microfilmed and there were no indexes for them.
If you absolutely can't travel anytime in the near future then consider hiring an on-site genealogist for a certain number of hours; contact a local genealogy society; or consult an online help source like Random Acts of Genealogical Kindness. Also, make sure that you post messages to Rootsweb.com message boards, for the surname you are researching and the locality. I have found that in some cases, local historical or genealogical society members read the locality message boards and look up items.
Read, Read, Read
I think that genealogists love books; I know I do. Because genealogy sources are always evolving and being discovered it's important to keep up to date. I read several popular genealogy magazines plus genealogical/historical journals each month. Then I try to read books that will increase my understanding of research, sources, and history.
There's one book that I would recommend that can help you break down brick walls. The "Family Tree Problem Solver" by Marsha Hoffman Rising (ISBN# 1558706852) is an excellent book that provides ideas for solving problems frequently encountered in genealogy, including what to do about missing records and researching a person with a common surname. This book isn't a beginner's book but a great book for those who have some genealogical research experience and have run out of ideas.
Know Your Sources
It can be frustrating to find out that the birth certificate you need burned in the great fire of 1906 or that the 1890 U. S. census would really answer your question -- too bad it's pretty much destroyed. But it can help when you are more familiar with all the different types of sources that can possibly answer a particular question. During a recent presentation I was reminding participants that when researching a death, newspapers are an excellent source. But there is more to finding the death of your ancestor then looking for an obituary. Remember deaths can be recorded in the newspaper through a death notice, funeral notice, probate notice, sale notice, memorial or an article in the case of a mysterious death or one caused by a murder or accident. And for those that were caused by a crime, articles about the death and the subsequent trial may go one for months or even years.
Arlene H Eakle's Genealogy Blog, often discusses different resources available for research. William Dollarhide's new book "Census Substitutes and State Census Records" (Vol 1 and 2) is a resource to help you learn about additional "name lists" to check when the census or other sources aren't working for you. Dollarhide's talk on this subject is excellent, as was his series that was previously published in the Genealogy Bulletin.
I think once in a while it is a great idea to have someone else look at your genealogy. Ask someone else to look at your research, whether you ask a fellow genealogist, a professional, or even a family member not interested in the dead. Letting someone else read what you have done already can help you get some fresh perspective. Sometimes when you are too close to your work you can make mistakes or overlook something.
So you don't have a genealogy friend that can help you? Your local genealogy society is a wonderful place to seek help, get ideas, and gain new skills.
I always suggest to researchers that a timeline can help put your research into perspective. I suggest making a table (you can do this in your word processing program on your computer). This table should have about 3-4 columns and as many rows as you need. In the first column, write the event date. The second column should have the event name and then the third column write in what sources you have to document that event. You can also use additional columns to document your source citations. Once you have this, look at your ancestor's timeline and add historical dates. For example if your ancestor lived in the 19th century, you may want to write in 1861-1865 for the Civil War. Historical events can help you think about other sources that might exist for this ancestor.
Whatever happens with your research, remember, genealogy is a process it is not a short-term project. Learning about your family is a life-long pursuit that at times feels like it will take a few lifetimes; but in the end, whatever you find on your family is worth it.