Remember that spelling was phonetic until the mid-1800's.  Check all possible spellings of your surnames

Early county records, such as birth, marriage and death were not kept by the counties. Check the local church records instead.

Naturalizations could be registered at any court. Many people registered at the NEAREST court,  not necessarly the one with local jurisdiction.

On the home page for Ancestry the upper menu bar contains : 'Home, My Ancestry, Search, ...'. 
Click on 'Search'.  Toward the upper right of this window is a box titled 'Search Resources'.  Click on 'Card Catalog'.  You can find databases and books by searching in the 'Database Title' field. Note that in the lower part of that window you can also browse database titles.
With thanks to John Weaber for this tip.
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In a world where we can click and add a record to our tree, it's easy to lose track of all the details we find in a record. As we continue to gather records, a lot of clues get lost along the way. Periodically it's important to go back and do a comprehensive review of what we have accumulated. If we look at the big picture, we're going to spot a lot more opportunities for further research and we may find that the clue you've been searching for has been sitting in your files all along. Here are some tips for reviewing what has been found for an ancestor. Take some time to step out of the search mode and gather all the information you've found on an ancestor. Grab a pad of paper or open up a blank document on the computer to take notes. (If you're like me and are tempted to run off and investigate the first item you find, you might want to stick with the pad and paper and leave the computer off. Many a review session of mine has gone unfinished because I saw "something shiny in the distance!") Inventory the records you have collected on the person, and go through and re-read them, taking notes on any thoughts that come into your head. Make to-do lists as you find things you'd like to follow up on. I use charts liberally in my reviewing. For example, if I have an ancestor whose age is inconsistent in multiple records, I'll create a chart of all of the places where I have an age for that person, and estimate the year of birth. When I look at the big picture, sometimes it's easier to figure out what record or records are more likely to be correct. I've also created lists of sponsors for families and have often found relations within these lists. Once you've completed a thorough review, you're sure to have a healthy to-do list. Now it's time to power up that computer again and start tackling whatever you can online. With the information fresh in your mind, your chances for success are very good!
Thanks to Ancestry's Julianna Smith