County courthouses probably contain the most valuable hard to acquire information on individuals.
Historically, courthouses have had a tendency to burn down. There is an ongoing healthy debate in the genealogy community about all records being destroyed. Some have exposed the court clerk's for selling the pages of books that weren't destroyed by fire. Some have said that incoming clerk's are unaware of records in the attic (the outgoing clerk failed to mention it) and still some say that career clerk's just don't want anyone to touch whatever's left. Whatever the case, if the county you are researching in had a fire back in 1901, ask the clerk anyway: "Did any records survive the fire?"
Also keep in mind that it might be necessary to check surrounding county courthouses for records. This is in part due to our relatives thinking they lived in a particular county but they didn't. Illiteracy and the constant changing of county lines is the cause for this misnomer. Pay close attention to county lines that border another state as you might have to check that state for additional information.
Depending upon the location and tax base, some courthouses are extremely technology efficient whereas others are still doing most things by hand with minimal technology assistance. Before you visit the courthouse, you should call the clerk to find out what their status is: are they online or offline? This will help you to better prepare for the visit. If they are online, your time can be planned for more efficiently as your research should be less challenging. If they are offline, plan to stay in town a few more days. In either situation, once you get access to records, you are on your own. You will not have help in your research as most county governments are understaffed. You can ask questions but all you will get is the answer.
If you have a laptop, take it with you! Make sure it's charged as you will not be able to use the outlets. If you prefer copies of the original records, expect to pay about $1.00 for each copy. There are some who will give you original marriage licenses just to free up needed space--it doesn't hurt to ask.
What will I find?
Vitals: Births, marriage licenses, divorces, adoptions, guardianships and deaths.
Court records: land and land transfers, mortgages, mechanic's liens, releases of mortgages and liens, surveys, revenue or Documentary Stamp Fee books. Administrations, affidavit of heirship's, bankruptcy, jury list, land disputes, court dockets and appearance records, civil and criminal court records and court minute records.
Other books and records: Indexes (including reverse), fishing and hunting licenses, school census records, county census records, tax records, voters lists, military records and county maps.
County Assessor
The County Assessor's offers supplemental information to confirm whatever you find in the courthouse records. In many cases, the Assessors office might have more detailed information that the courthouse doesn't have including local historical maps.
State Resources
County records are often forwarded to the state archives for permanent storage. Ask the clerk for a summary list of those items. You can also check the state's website for a complete list of repositories.