These are three books that are sitting on my "nearby" shelf for ready reference. Maybe Santa can get you one for Christmas.
RedBook
This is a really helpful guide to county and local sources and provides an overview of genealogical information on each state. I co-wrote five chapters, including the ones for Illinois, Indiana, and Iowa.
Source
I've had each edition of this tome and have always been well pleased. There is a wealth of information in this book and one can pick it up and start reading in any chapter.
Land and Property Research
Land records are one of my favorite sources--they can reveal a great deal of information about your family's comings and goings as well as various inheritance relationships.