The USGenWeb Project is an amazing free resource available to genealogists. Each state has their own website. This is further broken down into counties, including those which no longer exist. On each county website you will find user-submitted information such as vital records, transcriptions of family Bibles, family histories, cemetery transcriptions, photographs and more.
Most sites also offer a list of look-up volunteers. These volunteers either live nearby so they can access local records or they may have publications or books which contain information on the area and inhabitants.
The amount of information available on each county's website can vary widely. Some sites have little more than a list of look-up volunteers and a link to the county's message board. Others may have extensive information.
For those with ancestors from other countries, there is also a WorldGenWeb Project. This is also broken down into smaller areas. In my experience, the information found at these websites tends to be more sparse. However, some sites do link to other resources, giving you another avenue to tracing your ancestors.
In either case, if you have information to submit on an area, please do. The information on the genweb project pages is provided free of charge and is a wonderful resources for the family historian on a budget.