So far I've focused on still photography as a cornerstone of the family archive but other artifacts can be equally or more enlightening depending on the resources you have available to you, what you're trying to figure out and how deep you're willing to dig. Here is a piece from the turn of the century which taught me something interesting by leading me to a new stream of questioning to follow.
This is a certificate a child received from the city school system after finishing third grade. Harry Rosenfeld had received this certificate after finishing third grade at PS 68. Who was Harry Rosenfeld? I googled PS 68 and found out it was on Monticello Ave in the Bronx. I figured it had to be my Grandfather. I found it in a box of his stuff. I remembered that my father had told me that his grandfather, my great grandfather had been born in New York so that would mean that if I was right and Harry Rosenfeld was my grandfather then it would have to have been either my father or him that changed our family name to Delf after already having been here in NYC for at least 2 generations and that didn't make sense to me. I called my dad at work and started firing questions at him.
What I eventually learned was that Harry Rosenfeld was my Grandfather and that it was he who had changed the name. He had dropped the Rosen and reconfigured the letters of Feld to come up with Delf to use as his stage name on the Vaudeville circuits. At the time his sister, my great aunt Juliet went by the name Juliet? which transitioned to Miss Juliet and eventually into Juliet Delf and the family name wound up sticking.
Its amazing what you can learn with a little deduction and taking the time ask.