The U.S. Constitution mandates a Federal Census every ten years.The first one was taken in 1790, and they have been taken every decade since.Not all the schedules for every county and every state are extant, and the 1890 census was lost entirely (in a fire).
To utilize the census, which is probably your single most useful genealogical source, you need two things:an index to the records and, once you've found your subject in an index, the census record itself.
Most of the major online genealogy sites, including this one (genealogy.com), have tutorials that will teach you the value of the census and how to use it.
Don't waste your money paying services to get you records one at a time (cost $15-30 per record).For the price of one such record you can buy an entire CD of records or put the money towards a subscription for online databases.
Also check out Cyndi's List under the heading Census, and visit the free USGenWeb Census project.