Family History Center. If your local Family History Center does not have the microfilm you need, then you can ask them to order it in for a small fee. These centers are staffed with friendly, dedicated volunteers. Another place is your local historical society, or the historical society near the place you are researching. You can find these listed in your phone book, and most public libraries carry phone books from all over the United States.
Some libraries have census records, as well as microfilm readers and access to the web.
The National Archives is an incredible place. You do not need to go Washington DC to utilize their records. You can obtain a listing of their records and order the microfilms for a small fee. Unlike ordering the microfilms through the Family History Centers, the microfilms you order through the National Archives become your possession when you order them.