Hi KLM,
It gets more difficult as you go further back as you have found, but there different sources that you can use. The Cheshire Family History Society publish Monument Inscriptions for some graveyards in microfiche format - they are reasonably priced and you can order them online at genfair. Your local library should have a microfiche reader that you can use. It will depend whether your families actually have a stone or not of course.
The obvious source is the parish record, but the lds have filmed many of them and they are available at local LDS centres, again for about £2 - £3 a month (I think!) - you will have to order first and then book a reader with them. You can find out if there is a centre near you at this link:
http://www.familysearch.org/Eng/Library/FHC/frameset_fhc.aspThe other option is to post on here with specific queries - baptisms can be difficult but there are various marriage indexes available and you could be lucky and find what you are looking for although coverage is by no means complete.
There are also odd sites which have information for specific parishes - this site has Davenham MI's but I can't see any Malones. And, of course, check out the Cheshire Resources board on here just in case.
Hope this is of some help,
Jean