If you have any ancestors in the 1500-1650 time period from the UK, you will have to do some research through the Harleian Society’s heraldic visitations. They are amazing and filled with genealogy information as well as local history.
There was a widespread problem of fraudulent coats of arms usage, and so King Henry VIII decided to document proper family lineages in 1530. He sent a group of “heralds” to visit every town and parish in England, Wales, Scotland and Ireland in order to record the family history and pedigrees for all the noble families. This huge project went on from 1530 until 1688, consisting of several rounds of visits. For my own history, my ancestors were mainly from Cheshire and there are visitations for that area for the years 1580, 1613 and 1663.
Each visitation contained pedigree charts and relationship information as well as a detailed narrative about each family. Large family lines were broken up by region which could give you further information about where people lived at that time.
All family connections were listed, but birth and death dates are not always part of the record. Seeing as the purpose of the herald visitations was to simply document family lines, it wasn’t necessary to keep track of everyone’s vital statistics. Marriages were clearly recorded though. Most family groups also had their arms or crests illustrated as well.
In many cases, the heralds were simply recording information as provided by the families which means they are not perfect. They didn’t just take their word on relationships since that would defeat the purpose, but there is no guarantee that the documents held by the families were always correct. It’s not uncommon to find discrepancies between one visitation and the next for the same area. Again, for my own history, I have looked at the records in Cheshire for 1580 and 1613 to find that a father/son pair had changed into two brothers.
Today, a group known as the Harleian Society has published all of these records for public use. The group is named after the 1st Earl of Oxford, Robert Harley, who made it his mission to catalog and collect these visitations. The originals are currently kept in the British Library in London, but the Harleian Society publishes copies of these and other genealogy-relevant historical documents, including church and parish records. They have a mailing list on their website where you can keep up to date on their latest publications.
Some visitations can be found online at no cost, usually due to the efforts of historical groups in certain parishes. Some will be scanned images and some are transcribed versions. Personally, I prefer the scanned ones to really see the diagrams clearly but you take what you can get. Try the UK Genealogy Archives site for several free ones.
You can also buy CD versions of the Herald Visitations from places like Archive CD Books.