Re: "free' sites: rootswweb.com, ellisisland.org
Also visit the regional National Archive (NARA), one is in Pittsfield and one in Waltham. Also, I've had great results at the State Libraries at Boston, MA and Hartford, CT-free access to microfilms, and computer internet access to Ancestry.com.
The Registry in Dorchester, Mass. as well as the Mass. Archives at Columbia Point, Boston (both are near the JFK Library).