If you have family from Massachusetts, you might want to take some time to browse through the Massachusetts Archives. They have several free genealogy resources available online including the Massachusetts Archives Collection Database, Index to Passenger Manifests and Vital Records.
The Massachusetts Archives Collection Database spans from 1629 to 1799. Searching it will yield a wide variety of information. A search of the surname Smith will give you over 400 records including petitions, letters, land records, court transcripts and other records.
The Index to Passenger Manifests lists immigrants arriving at the port of Boston from January 1848 to July 1891. It is searchable by name, ship name or date. Information which may be included on the passenger manifest detail includes name, title, age, gender, place of birth, destination, occupation, citizenship data, residence, who they were traveling with, arrival date and ship name. Some entries have additional comments.
Vital Records are available for the years 1840 to 1910. You can search by name, date and type of record (birth, marriage or death). It doesn't give much information, just the name, town and year.
However, it does give you the volume and page the record is found on. You can use this to look the record up yourself at the Archives building or you have the option to mail in a request to have one of the staff look it up for you. There is a $3 fee for a certified copy of a birth, marriage or death records. You can order up to 5 at a time, but must enclose a separate check or money order for each certificate.