Magazines, pictures, pockets of clothing, look at the clothing for names, look at the backs of pictures. Leave no corner un-turned. Always write down your information, and where it came from. Develop a method of cross-referencing your notes that is easy and efficient for you. Organization is always important and can be interesting and fun.
Obituaries are also a very important piece of information.
Obituaries carried in the newspapers before 1980, generally carried information on the persons immediate family, and their mother and father, as well as where they were born. Bibles, letters, diaries, oral histories, all are important and all need to be checked and rechecked. By cross-referencing this information, you can very well close a gap of one or two generations. An entry in the family bible may mention great uncle Isaac having been born in New York, but giving no other information. And then an entry in a diary or a paragraph from a letter may mention how Isaac fell in with a group of outlaws and was banished by the rest of the family.