Helen,
The most effective way to start (both in terms of time and cost) is to try to get together the information to take you back to the first census year available (currently 1911) because once you have managed that it is usually possible, with a little luck, to get right back to the early 1800s by cross-referencing the civil indexes of birth marriage and death that commenced in 1837 with the once-a-decade census snapshots that began in 1841 and which are currently available for 1841 through to 1911. Some of this information can be had for free and some requires a subscription to one of the principal genealogy websites to access.
www.freebmd.org.uk is an invaluable and free way to access the GRO indexes I mentioned.
As I said, the essential first step though is to be sure who you are looking for in those pre-1911 records and that will entail gathering as much info as you can by word of mouth from family members and then using the GRO indexes as a tool. If you have any gaps in family knowledge which bring you to a dead end then you will need to hurdle this by investing in a certificate - for example, if you know the surnames of your grandparents and those surnames are not too common, then you can use the freebmd index for marriages to find the date and reference of their wedding. If that is the current extent of your knowledge (i.e. if you don't know who your grandparents' parents were) then ordering the certificate will give you the father (and his occupation) for both bride and groom. £9.25 per certificate I'm afraid but essential to be sure you're barking up the right tree.
If your grandparents were, for example, William and Nellie and Samuel and Mary, purchasing their respective marriage certificates would give you the names of 4 great grandfathers and more clues with which to search the GRO indexes and/or the census. It's all about clues and stepping stones and there is a whole community on here to help you jump from stone to stone when you get stuck.
