For Scottish ancestors, may we recommend the Scots Origins site http://www.origins.net - we have had a tremendous amount of good information from it at very moderate cost. One problem will be that there is no information less than 100 years old on the site (because of the 100-year disclosure of information rule)
If you go through to Scots Origins you may find it worth signing-up for Origins.net News where you will get some 20-30 E-mails per day discussing useful sources of information.
Any day soon, we should also have the 1901 Census available at http://www.pro.gov.uk/census
We have also tried the Mormon site http://www.familysearch.org in the USA, but that was of no help in our case.
For general UK searches a marvellous reference point is the British 1881 Census with details of all 30 million people on it, including their address and occupation. Quite a few libraries have this set of CDs and quite a few sets are privately-owned, since they only cost £30. The information comes on 25 CD ROMS and are sold by the Mormon Church, the address in the UK for purchase is....
Family History CDs
399 Garretts Green Lane
Birmingham B33 0UH
Tel: 08 700 102 051
Good luck with your searches.