Speaking from experience, and to reinforce what others have said, researching indirect siblings might be the only way of going further back - I found that out on one of Mrs. Hat's lines, where the parents weren't included on a marriage certificate.
And, I apologize if I'm preaching to the converted, but don't forget to record your sources. When I started I didn't - and it took me six months to redo our trees when I "got lost"!
Good luck to everyone with their research.
'Hat.
