The 3 main records types people usually search in the U.K. are the censuses from 1841 - 1901, the BMD or St. Catherine's index, and the parish records for the parishes in which they resided.
There are many other interesting sources, such as business directories, shipping, court and military records, newspapers and poorhouse records.
If you can find a record type that applies to the wheres, whens and whats of your ancestors, you have the kind of source you need.
Some people have also begun one name studies or surveys for the surname(s) in which you are interested.
What are some of your favorite records to research?