Hi Bo,
Here is a link to the IGI (
International
Genealogical
Index). It's the Mormons / Latter Day Saints site (hope it works as I've tried to link you directly to the page where you enter your search criteria):
http://www.familysearch.org/Eng/Search/frameset_search.asp?PAGE=igi/search_IGI.asp&clear_form=trueIt can be useful for pre 1837 records, though it is not complete and some areas have better coverage than others. Eg the Alice Hudson christening I found looks to be the most possible one on the IGI, but there may be dozens more Alice Hudsons out there - it does not necessarily follow that the one on the IGI is yours (but she might be

).
You can just enter as much or as little information as you like and see what your searches bring up. For example, you can just search for christenings for the surname Hedley in Northumberland.
If you know parent's names you can just enter those to find the children the couple had. Once again, it's just a guide and it's quite usual for some children to be missing off the IGI.
A word of warning, some of the records are
extracted (taken from the parish records) and some are
submitted (which can mean "made up" so don't necessarily trust them).
Just experiment with the site, it can take a bit of getting used to, but it is useful first port of call.
If you go to the beginners board on RootsChat, I think there will be plenty of tips to help you. Likewise at the beginning of the county boards there is a lot of useful information about each county.
The following are some good sites to start with:
This link takes you to a different page on the familysearch site:
http://www.familysearch.org/This is a good site - a work in progress. Freereg (parish registers) can be useful depending on the amount of records transcribed for your county - FreeCen - free census - free bmd - births, marriages and deaths:
http://www.freebmd.rootsweb.com/This is an excellent general site:
http://www.genuki.org.uk/And of course there is RootsChat - now that IS the best site of all.