- Family History Library
- State or Regional Archives
- Local, County, or State Record Office directly--start by looking here http://www.cdc.gov/nchs/w2w.htm
- Post a query to the appropriate message board at boards.ancestry.com or lists.rootsweb.com and inquire about records access and prices
- Never pay for immediate, overnight, or any speedy service.
- Considering hiring a local professional if you need a large number and can't get them via mail.
This is mean to be general guidance only, but avoid paying exorbitant fees for "extra" services if at all possible. This is why if you are unfamiliar, post to various mailing lists and message boards and wait for an answer.