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As you conduct your genealogy search, keep a written account of every step you make including noting the places you've visited online and in person. Alternatively, you can document your searches using video or voice recordings, whatever method works best for you. Store your documentation in a safe place, such as a fireproof filing cabinet, and make copies to be stored in a safe deposit box. In the event of your death or a natural disaster, all of your hard work won't be lost.
There is another great reason for keeping records and documentation of your research -- backtracking. Whenever you conduct a search, such as for cemetery records or census data, or find information in the form of gravestone rubbings, photographs or death certificates, keep them. Even if you do not have any clear reason for saving these documents now, you will most likely come to a dead end at some point in your research.
Backtrack using your documentation and records until you find a missing link, such as a misspelled name or date that has been altered. Sometimes issues as simple as lying to the military about being 18, as occurred frequently during war times in the past, or giving incorrect information on a census, which happened often in the case of unwed couples living under one roof, will throw a genealogical search off course.