Useful resources for genealogy
The sources beyond the core records: old maps, historical newspapers, trade directories, electoral registers, school and workhouse records, passenger lists and occupational records.
Once the census, certificates and parish registers have given you the skeleton, these are the sources that add the flesh, and quite often the missing bone. Most are online, several are free, and each answers questions the core records can't.
Newspapers
Local papers reported weddings, funerals, inquests, court cases, accidents, sports, prize-givings and bankruptcies, and from the 1850s almost every town had one. The British Newspaper Archive (also on Findmypast) has digitised tens of millions of pages, searchable by name; Welsh Newspapers Online is free to 1919; the Times, Guardian and other nationals have their own archives, often free through libraries. Search for the surname with the town, and for unusual first names; OCR misreads old type, so try variants.
Trade and street directories
Kelly's, Pigot's, White's and the county directories list tradesmen, farmers, publicans and the "principal inhabitants" by town and later by street, from the late 1700s to the 1970s. They place a family at an address between censuses and show when a business started and ended. Many are free on the University of Leicester's Special Collections Online and on local library sites; Ancestry and TheGenealogist have large sets.
Maps
The National Library of Scotland's map site has Ordnance Survey maps of the whole of Britain from the 1840s on, free and georeferenced, so you can find the farm or the street and see it change. Tithe maps (1836-1850s) name every field's owner and occupier (on TheGenealogist, and free from some county archives); enclosure maps and estate maps are at the record office. Old-maps.co.uk and the Vision of Britain site add more.
Electoral registers and poll books
Poll books (to 1872) record how each voter voted; electoral registers from 1832 list qualified voters, which means most adult men from 1884 and all adults from 1918 (women over 30) and 1928. They track a family's address every year, filling the gaps between censuses, and are at the record office, the British Library and on Ancestry and Findmypast for many areas.
Occupational records
Railway staff registers (The National Archives, Ancestry), police records, Post Office appointment books, Lloyd's Register and crew lists for seamen, coal mining accident reports, apprenticeship records (the 1710-1811 apprenticeship tax books are indexed), freemen rolls, and the records of trade unions and friendly societies. Your ancestor's occupation on the census tells you which to try.
Poor law, workhouse and institutions
Settlement examinations, removal orders and bastardy bonds before 1834 can record a whole life history given under oath; workhouse admission registers, creed registers and minutes after 1834 name the destitute, the sick and the orphaned. Asylum, hospital and prison records are at the record office or The National Archives, with closure periods for recent ones. Workhouses.org.uk explains the system and where records are.
Schools, churches and clubs
School admission registers and log books (record office, some on Findmypast) give birth dates and parents' names; church magazines, chapel membership rolls, monumental inscriptions (transcribed by family history societies) and the records of sports clubs and societies add detail.
Emigration and immigration
Outbound passenger lists 1890-1960 and inbound 1878-1960 (Findmypast, Ancestry), US and Canadian arrival records, naturalisation papers (The National Archives, Discovery), and alien registration cards for immigrants. Australian and New Zealand records are largely free from their national archives.
Photographs and film
Local studies libraries, Historic England's archive, Francis Frith, Britain from Above and county photo archives show the street as your family knew it; the British Film Institute's regional collections sometimes show the people.
Using them
Each of these answers a specific question, so go to them with a question: where did the family live in 1873, what happened at the inquest, when did the shop close. Record the source and reference as you go (see organising your research), and visit the archive for what isn't online.