Family Tree's are so exciting to learn, but are a bitch to discover by yourself. My parents are Dutch and Friesian and have said ancestries, and we have a solid size book for each side dating back close to 500 years.
What happened is that a family member paid a genealogist, who spent close to a year researching and creating the book, back in the Netherlands. I can't read either of them, as it's all in Dutch and Friesian, but I just get my parents to translate it for me.
I found out my Grandfather had a twin brother, but died at the age of 5, a fact my father didn't even know about his own Dad. Another amazing thing is you can see how your last name has evolved, as when people move/immigrate they change their last name to fit into their new surroundings.
I met a lady in the city who knew my family and she told me an interesting story. During the war, her grandfather who lived in Germany, but was born in Holland wanted to leave and return to Holland. Of course, you really couldn't do that at that time, so he changed his name by rearranging and substituting some letters, put horseshoes backwards on his horse, and made the journey. I was confused about the horseshoe portion of the story until she pointed out that it would look like he was traveling towards Germany. Anyways, the point being is she said we were related, even though we had different last names.
I really don't know how expensive it is to hire someone to research your family genealogy, but I really think it's not that cheap, but it's a sure way to find out your family tree.