Begin with your birth certificate. Put queries out on the Internet. Some are on the net. Do not forget that census records must be over 72 years old to become public information. Some are on the net.
Free research is available on usgenweb.
Finally, it never hurts to let the volunteer you have received the information you requested. Public Library in Fort Wayne, Indiana is another excellent source. Usually libraries will hold information for 2-4 weeks. It is usually located very close to their church. There is no fee other than postage if there is information that must be mailed from Salt Lake City.