1. Oral History - I would first talk to all eldest living relatives, they have access to information you may not find documented. That way you can identify what is rumor and what is fact. Create either a written or voice record to cross reference later.
2. Previous work - Some of your work might have already been done for you. Start collecting old family photo albums, family bibles and family reunion booklets. In these files, it will contain the following info: names of relatives, dates of birth and locations where they lived. Family trees might have already been passed down through the generations previous to yours.
3. Gathering data - You need to find any of these items in State or Federal documents: names, maiden names, birth certificates, death certificates, land deeds, bank records, SSI#, marriage dates, census records, wills, slaves bills of sale, military records, newspaper articles (a lot of announcements about runaways were printed), slave narratives, church records, manumissions (documents freeing slaves) and other court records. You never know what kind of facts will be uncovered. Your ancestors might be involved in some sort of historical event. Pay attention to dates and locations and cross reference with moments in history. You will never find it all but eventually you will find a few items. Trace the migration patterns of your relatives by city & state throughout the decades. Include data on brothers, sisters, cousins, aunts and uncles of your ancestors. Your tree will expand and the whole picture will be revealed.
4. On the web - Use ancestry.com, footnote.com, rootsweb.com and other websites to find data. In case you don't want to pay the subscription price for ancestry.com (US and/or international) please use familysearch.org which is a free site. State archives are another great resource for information listed in item 3. And definitely communicate in forums and message boards the Who, What, Where, When and Why of your familly research. Ask for help because You never know who might have some information that could be directly related to what you are looking for. With luck you will find relatives of your ancestors that you never knew you had.
5. Brick walls - None of this work will be found overnight, it takes time and dedication. If you run into a block on one branch or name, move on to another name or branch. Don't be afraid to ask for help. Do not assume that all surnames were that of a previous slaveowner. A lot of times our ancestors' race might be labeled as Black, Negro or Mulatto in census records. Make sure you search for all these variations. Emancipation occured in 1865 for most of the country. Census records for all freed persons began in 1870 however you might uncover that your ancestors might have been freed persons of color prior to that date so make sure you check decades before then. Use wills of slave owners, bills of sale or inventories to obtain names prior to Emancipation.
6. Save data - Document and save everything externally to a hard drive and make a backup file on a flashdrive in case your computer gets stolen or gets a virus so you wont lose all your hard work. Use either familytreemaker software, GENCOMM, Word or the Excel spreadsheet and take lots of notes. Your document will become the new family bible.