Daryl,
I may be a noob here, but I focus on one area and read, read, read. I grew up in Mercer County, Illinois; a very rural community on the Mississippi river. It started as a general interest in the Native American history of the place. I found a ton of old documents on-line, including detailed history, plat maps, business and military history.
From that, I have been able to trace nearly all of the old, now extinct, railroad beds and many of the stage lines. I know that there are several towns that are nearly or completely abandoned that used to be fairly active areas of commerce.
With about 75% certainty I have located one of the county's first grist mills long lost to time, several old abandoned homesteads and long abandoned roads. I have read of hermits, rich people with no apparent source of income, distrust in banks, distrust in railroads, bank and store robberies... the list goes on.
Granted, I haven't found a single thing. You see, I live in Las Vegas and found all of this just by searching the internet.
At this point I have at least one fairly good lead and three or four questionable ones.
Guess my suggestion then, would be to read, read, read.
-Ken