The LDS also has a site that will at least help you get started

http://www.familysearch.org/eng/default.asp

I wad able to go back about 8 generations without trying real hard. You of course have to cross-reference some of the information but that is the fun part. If there is an LDS church near you can visit there as well, but I know the LDS is trying to put as much of what they have in their archives on this site. The best part is that it is free!