most vital records will cost you even if you get them in person. the genealogy department at your County library would probably have a librarian that could answer that question as is applicable for your state. each state and county has their own plans for dealing with the availability of vital records. they will charge you for them. It's gonna cost me $10 for my grandfather's birth certificate. if you are collecting the vital records only for the possibility of learning something new, you may be disappointed. the further back the records, quite often the less information the state required to be recorded at the time. the earlier the marriage, the less likely you will be to learn something from seeing the actual license. quite often the value of the documents isn't for additional information that might be revealed, but the value is that you have documented proof of the event that the vital record documents.
usually documents are kept at the county level in my state of Indiana, but some are kept at the town level. some at the state level.
in addition to helping to answer your how to questions, your county library will have history books on the county which may contain your ancestors names in them if the were one of the earlier settlers of the county and/or someone of note in the county.
the library is a genealogist best friend. there is way more information at your disposal there than there is online. church libraries, town libraries, county libraries, state libraries, cemeteries, courthouses, are all a nessisary part of being a genealogist.
probate records are a great source for ancestors names, if you can find a book at your countly library that indexes the wills and probate records of the county, then you can look up to see what relatives were named in someones will, and the will or probate record usually states the nature of the relationship, such as.... I bequest to my son john smith...... once found in the index, you can to to the county courthouse and find the original document based on the location stated in the index. usually will give a book and a page number to look in.
obituaries may be indexed as well. once you get the index you have the name of the paper and the date the obit was run and the page number it was on. then you go browsing the microfiche of the newspapers at your library. usually less than a quarter per obit copy at most libraries. your librarian can help you get started. obits have all kinds of information. also check the obits of siblings of your ancestors. they often may reveal clues not found in your own ancestors obit. obit of my great-great grandfather didn't reveal much but his brothers' obit stated the town in germany that he was born in and the age he was when the family emmigrated, from that I was able to find the emmigration record.
LIBRARIES ARE OUR FRIENDS!
GOOD LUCK IN YOUR SEARCH!