http://www.cookiepants.com/scrapbook.htm
go down to where it has the heritage info. I never knew that my dh's family came through Ellis Island but found not only the boat but a picture of it! Quite fun.
My dd's family is originally mormon so I found a TON of info on the LDS site. Although the converted three generations ago the info was still there, even that she's a direct decendent of Brigham Young (yes I know thre are a lot of them

)
Anyway if you are new to all of this I think there are some good research sites there.