Someone did mention this briefly above - the next very important step would be to take a Y-DNA test with FTDNA. I'm assuming you are male, Dave :-)
A small piece of DNA (completely separate from the DNA examined in your Ancestry test) is passed down from father to son, therefore normally following the paternal surname line. The idea is that you will match several men with the same surname, possibly indicating the surname of your great-grandfather. This is the theory, but it doesn't always work like that - as you can well understand, as you yourself did not take his name.
The cheapest Y-37 test would be perfectly adequate for this, to start with (if you upgrade later you just pay the difference).
For one branch of my tree Y-DNA would have been misleading. We did find four men with the same surname - two in England, one in Canada and one in Australia, but it's a different surname to the name our family has been using. We realise now that the family name changed about 6 generations ago, and we were using two surnames interchangeably for a couple of generations before that.
Nevertheless, Y-DNA testing seems quite popular in men in North America whose patrilineal line is from Ireland (because it's often very difficult to find records that make the jump across the Atlantic) and the matches are usually very enthusiastic. We've also managed to find a missing grandfather and initially the closest matches on the unknown side were in North America and Ireland. A bit of a breakthrough started when we were matching 2nd cousins with a mutual grandfather William born in 1820 in Ireland. And we were all matching a woman with this surname whose ancestors arrived in Canada in the 1830s. Still couldn't find how they connected to the mystery grandfather down in our part of the world though. It was three years until the crucial match appeared - descended from the mystery grandfather's sister and we realised the grandfather's mother was a niece of William and had emigrated halfway around the world in the 1870s.
FamilyTreeDNA is rolling out Y-haplogroups for the Family Finder test - have you uploaded or tested there?