I spend a lot of time haunting message boards for the area where my Luxembourger ancestors lived. While I know that Rootsweb, Ancestry.com and genforum.genealogy.com aren't considered "reliable" sources of genealogical information, they've provided me with some fantastic pointers. I look for two things: possible relatives and new sources of historical information.
In the case of my Luxembourger ancestors, nine times out of ten, the person regularly researching an ancestor turns out to be a relative. Most are surprising willing to share their results. In one case, this even included the copy of an ancestor's birth record from their Luxembourg parish church, photos of the family homestead, and more. I always try to reach out. Sometimes the email bounces back or gets ignored - but most of the time I have good results.
Second, I look for references to people and places I haven't heard of. I've found sources of new family history and new relatives just by looking at what other people are studying. I always try to answer a few posts, too. Might as well share what I can!