The Family History Library (via their website http://www.familysearch.org) and their library system give genealogists access to a wealth of genealogical information. Just remember that they do not have a copy of every record ever made.
There are still items in courthouses, public and private archives, libraries, etc. that have not been microfilmed or digitized and exist only in their original format.
Even if the Family History Library has “a lot” for your county/town of interest, never conclude that they have “everything.”