Websites can be such fun to navigate when searching for data for your family tree. But, don't forget that there are still so many resources that are not on the Internet. Books and periodicals can provide such great clues when trying to break through those pesky brick walls.
There are many older history volumes that have been digitized and are accessible online. Many more have not been, and can still be accessed through inter library loans. Here are some great websites to browse that may just have what you are looking for regarding Illinois and the world :
Books We Own www.rootsweb.ancestry.com/~bwo/illinois.html
You can contact book owners and ask them to look in their volumes for family names, dates, etc.
BYU Family History Archive http://lib.byu.edu/digital/
Harold B. Lee Library at BYU Digital Collections
Genealogy Book Links www.genealogybooklinks.com
Biographies and Family Genealogies
Google Books books.google.com
Search for any book, with the ability to locate it, read it online, download, or order.
Illinois Periodicals Online http://www.lib.niu.edu/perlist.html
A digital imaging project at Northern Illinois University
Internet Archive www.archive.org
A digital archive containing video, audio, music and texts
Have some fun exploring with these and many more. You never know what you might find.