Colletta, John Philip. They Came in Ships: A Guide to Finding Your Immigrant Ancestor's Arrival Record. [Salt Lake City, UT: Ancestry, 1989, 1993] (Purchase from Barnes and Noble)
Eakle, Arlene, and Johni Cerni, editors. "Tracking Immigrant Origins." Chapter 15 in The Source: A Guidebook of American Genealogy. [Salt Lake City, UT: Ancestry, 1984] (Purchase from Barnes and Noble)
Tracing Immigrant Origins, Research Outline published by LDS Family History Library. Copies can be found at your local Family History Center or you can use the on-line version found at the Family Search web site.
RootsWeb's Guide to Tracing Family Trees: Tracing Your Immigrant Ancestors — free on-line guide.
A Guide to Interpreting Passenger List Annotations, by Marian L. Smith, Historian, U.S. Immigration and Naturalization Service, with the assistance of Elise Friedman, Flora Gursky, and Eleanor Bien
The Gjenvick-Gjønvik Archives - The Future of Our Past contains "...historical documents from the 1800s through 1954 with concentrations in Steamship and Ocean Liner documents and photographs, Passenger Lists, materials covering World Wars I and II, the Works Progress Administration (WPA) and Immigration documents from Ellis Island, Castle Garden and other Immigration Stations."
Databases — On-Line and Off
Searching the Ellis Island Database can be helpful. However, their search engine is somewhat cumbersome. Instead of using their seach engine, use the one developed by Stephen Morse which can be found on his web site.
CastleGarden.org contains an index to the combine Customs' Lists and Passenger Arrival Lists for ships arriving at the Port of New York prior to the opening of Ellis Island. Use the Steve Morse search engines for this web site too.
The Immigrant Ships Transcribers Guild is another place to view ship's passenger arrival records and it is free as it is handled by volunteers.
Ancestry.com also has passenger arrival records on line for a number of ports in the U.S.A. However, a subscription fee is required before you can access the records.
All of the microfilms for all the U.S. ports that are published by the National Archives and Records Administration are available at an LDS Family History Center (FHC) in your state or county. You can view their Library Catalog on their web site to identify the microfilm and use it at an FHC. You can also find an FHC near you by checking their site.
The Soundex System
The Soundex Indexing System is described on the web site of the National Archives and Records Administration: http://www.archives.gov/research/census/soundex.html
RootsWeb's Guide to Tracing Family Trees: American Census Records — Soundex, Indexes and Finding Aids