I've worked on it since 1998. My dad started with Social Security numbers, they were $3 back then. 10 times that last I checked, but you know the cost of living in Washington.
When you search, especially in online databases, beware of MISSPELLINGS of your family name, or what you thought was your family name. Some are phonetically spelled, like an eastern european mumbled to a German intake official, some surprising phonetic spellings can occur. 'S' can become 'C', 'CH' can be 'K', that sort of thing.
Heaven help you if the vowels change in the culture at will, whenever someone feels like it. In Italian, with little rhyme or reason, probably pronunciation, o=a=u. In a name with three syllables and vowels, that's a lot of combinations to keep track of!
Also, and this is meant constructively, many databases are transcribed by volunteers, and sometimes they rush, or don't see well. What is clear on the original ship's manifest gets changed beyond belief, though I had one instance where what was just about illegible, and in fact was written as something else, erased, and scrawled in, was exactly my family name in the database. From the original, I would only have known them from the matching set of first names, mom, dad, siblings, and their ages.
I've used NY genealogy sites, ellisisland.org, had some good luck, went to Family History Centers.
What I encourage everyone to do is INTERROGATE the older members of your family, mom and dad too. I barely had names when I started, and a few tales that proved to be less than accurate. And WRITE DOWN what they tell you, because you won't remember, their stories till morph, change, blend and escalate or evaoporate if they get very old.
So much is revealed in the censuses. Censuses do not lie. I had a great uncle from WWI, who was said to have one sister. Well, when the census was revealed, there were 11 in that household! Not sure if they were all siblings, or cousins, just don't know.
Professional genealogists are some help, though I did run into one that would not confirm my information thought it all added up, hook line and sinker. Trying to sell her services I think.
Frustrating is distant cousins you saw once as a child who are now too important to communicate with anyone in the family. And have local historical societies in their hip pocket.
Private cemeteries can still be private. Not that you can't visit. But who holds the information? Not the state. Not the local townships. Took me 10 years to find a place of death. Information is said to be overseen by a local reverend. Will he have a death certificate? I doubt it.
if I can be of any help to members stuck on a problem, email.
Good luck searching!