Ancestry.co.uk: Annual subscription. Not too cheap, but worth every penny. I have made extensive use of the census returns of England/Wales and Scotland for 1841 to 1911.
Family Search census returns: FREE. Search the returns for the UK 1841-1911 censuses. Other countries also available.
Family Search (IGI): FREE. Basic information on baptisms and marriages, mainly for pre-National Registration but includes a fair amount of post-1837 information. Burials also now included.
FreeBDM: FREE. On-line database of reference numbers for National Registration certificates from 1837. This site is very useful for finding the maiden name of a wife.
Lost Cousins: FREE (for the basics). Input the details of your ancestors from the 1881 census (see "Family Search" above) and check to see if others have the same.
FreeReg: FREE - records being added. Free Internet searches of baptism, marriage, and burial records, that have been transcribed from parish and non-conformist registers of the UK. A companion project to FreeBMD.
British History Online: transcriptions of historical documents and books.
British Jewry: Fantastic databases of information, not to mention a great community of listers willing to help.
CWGC: Commonwealth War Graves Commission.
Hampshire: Petersfield, East Meon, and more. Parish Register transcriptions.
Headley(near Bordon), Hampshire: an excellent site of historical information by John Owen Smith.
TNA: The National Archives at Kew. I have used the "Documents Online" facility to download several wills (small fee).
Online Parish Clerks: FREE. Parish records, and much more, for the counties of East and West Sussex.
The Scottish Nation Vol.1 by J.A. Wylie.
The Scottish Nation Vol.2 by J.A. Wylie.
The Scottish Nation Vol.3 by J.A. Wylie.
House of Moncrieffe by George Seton
Last updated: September 2016