I love the digital collections that Cornell University and the University of Michigan have put online. If you know of other online collections please let me know!
The Making of America - MOA - collections are huge and hold a wealth of information for historical research. Both collections are searchable.
At the Cornell site you'll find several of Hamilton Child's Gazetteer and business directories of New York Counties; histories of several counties, cities or towns - not limited to NY; issues of Scientific American; several military histories; and so much more.
The Michigan site has over 12,000 volumes! It can be hard to wade through all the hits. Michigan history and a lot of NYC history too; Registers of the University of Michigan; New York Regiments in the Civil War; histories from several other states and I've barely scratched the surface of what is available.
The Michigan County Histories currently have 170 titles! I don't think that there is a branch of the family from Michigan that I haven't found something for there. Sometimes it is just a scrap and sometimes I've found rather lengthy biographies. I was very pleased to find the one for Hannah Carlisle. My most unique find was learning that my great-great grandfather, Daniel Carlisle, won a ribbon at the Cass Co Fair for the best 10 lbs of maple sugar! I've also found information on several individuals that I didn't know had briefly settled in Michigan before moving on or died before the 1850 census.
The New York Historical Literature Collection I use more for general histories; so far I have found very little there on specific persons that I am researching but I have found some great information on what life was like during the 1800's for the early settlers. Look here for Abstract of wills on file in the Surrogates Office, City of New York, New York 1655 -1796 in several volumes and several histories of various types.
Links to these collections and more can be found on the sidebar.