Be Thorough

When you have a hard-to-obtain source at your disposal, make sure you check it for everything that could possibly be there, not just the things that you expect to see there, or the things you are looking for.  I recently got a big reward from being thorough: I had obtained the Budapest Jewish marriage registry from the LDS church to get information about Adolf Magaziner (and it successfully connected him to the family tree).  But before I sent the film back to Utah, I decided to skim the entire film, brides and grooms, to see if there was anyone else named Magaziner (or any other familiar names).  And oh, my, what a find...

Try, Try Again: Searching for Census Records

If you can't find the person you're looking for in the census records, try every member of the family who might be living with them.  Sometimes, the name you are looking for is indexed incorrectly, but other members of the household may be listed correctly.