Click on the state desired, and then the county desired. Also note other projects and links. Additions are free for the first ten days, and many sites are permanently free. The free sites include several noted columnists, genealogy lessons, and many other items. Ancestry also has an outstanding free daily newsletter which notes new sites, links, and other useful information.
Most states have a state historical society and a state archives.
The historical society will probably include microfilm copies of newspapers and census records, early state and county histories, and other publications relating to state and local history, as well as privately donated manuscripts. A state archives is ordinarily the custodian of state government papers, some of which is of interest to the genealogist. In some states the state archives and state historical society are a single institution, usually in the state capital. In other states they are separate organizations and may even be in different cities. Certain holdings of interest to genealogists may also be in a state library.