Don't forget when at the Bureau of Land Management site http://www.glorecords.blm.gov/PatentSearch/ to search for land warrants issued in your ancestor's name as well. Keep in mind that these warrants may have been issued as patents in state where you ancestor never lived, if he assigned them to someone else.
Don't search for warrants in the state where your ancestor lived. I just located two "new" War of 1812 ancestors who had warrants issued in states where they never lived.
And if you don't know what warrants and patents are, read the FAQ section of the BLM site.