I've been researching families in both my parent's lines since 1997. I would like to offer a word of caution about using census records. They do contain a wealth of information, BUT, sometimes people would lie when reporting their name, or more likely, their age and work status. Also, many census takers, and sometimes the people being recorded, didn't know how to spell their names. Although I'm sure the census takers had to have some proficiency with spelling, I think sometimes they guessed, especially if the family he was recording wasn't sure how to spell their name. If you don't find a name you're looking for, be creative with your spelling. For example, I was looking for the name Holland, but instead the name turned out to be Hollen when I finally found a record of the family I was looking for.
I used Ancestry.com A LOT when I was beginning my research. I have also used
http://www.familysearch.org quite a bit. This is sponsored by the Church of Latter Day Saints (Mormon), who are meticulous about trying to record everybody, whether they belong to the church or not. A very good (and free) resource.
A third resource I've used is
http://www.usgenweb.com. In Genweb, each State has volunteers who research and provide information, and this is also free.
You (the OP) dont indicate how recently your ancestors came to the U.S. from Europe. Through my research I discovered that all of my direct antecedents have been here since before the Revolutionary War, and I found researching them to be challenging but in 9 years Ive hit only two roadblocks out of all the people Ive been trying to find. My best advise is to be patient and keep an open mind.