Full article but not updated since 2012
These are notes on my methods of researching unidentified people in Godwin's diary, (which I guess could also be useful for all research on individuals from that era about whom information is scarce). The real art is in being familiar with all the different sources and cross-checking them until a picture starts to emerge.
GD website <godwindiary.bodleian.ox.ac.uk>
Listing instances of a particular surname is best done using the search faciiity on the Godwin Diary website; search on variants and plurals using OR, e.g. brown browne browns brownes. If the surname ends in S, e.g. Jennings, you don't need a plural as where Godwin used an apostrophe, as in Jennings's, the search engine counts it as a word break, though Godwin very occasionally wrote Jenningses. Search also on particular hosts to group together their regular guests (which can reveal different hosts with the same surname, where there are separate consistent sets of guests).
Oxford Dictionary of National Biography
Researching individual surnames I generally start with the Oxford Dictionary of National Biography. Searching it online is obviously faster, and having tried the People search you can then use the Full Text search. It isn't strictly open access, but if you have a library card for (almost?) any public library in the UK you can get remote access to it, you may need an extra code (see your local library's website). The Biography Index on the DNB website, which just has name, dates and field (e.g artist, politician, &c) is free anywhere online and is quite useful for an overview of a surname. A surprisingly high proportion of Godwin's contacts, even among those the GD website editors had not identified, turned out to have entries in the DNB. But of course there were plenty who don't.
Rare surnames. titles, ranks & initials
If like me you are trying to identify anybody and everybody, it helps to start with unusual surnames, or those with a title, rank or initial.
For lords and ladies go to Burke's Peerage, different libraries have different sets, Burke's Family Index, a small volume, is a key to where to look, remember peerages may have become extinct. Sirs and Ladies may be baronets or knights and their wives. (Baronets didn't sit in the Lords, knights didn't inherit their titie). A full list of knights is on the open shelves of the Westgate library, though not of the Bodleian.
For Doctors go to Munk's Roll, on the Bodleian open shelves, as are the lists for Leyden, Edinburgh and Glasgow. Doctor didn't always mean medical doctor so look in Alum Ox and Alum Cantab (the lists of students of Oxford & Cambridge) for Doctors of Divinity, where most Church of England clerics can be found.
For dissenting ministers the Surman Index (and its sister the Dissenting Academies database) and the Methodist Biography index are open access online though details often sparse.
For Army officers I use the Army lists on open shelves at the National Archives at Kew, check the full pay and the half pay index in some years, and there are militia lists also. Captain and Lieutenant can be army or navy, the Navy lists are also on open shelves at Kew but not indexed for this period, but listed by year of appointment. British naval officers up to 1815 are indexed in a volume on the Bodleian open shelves.
Ranks and titles may of course not be British, then I look for the person in the different National Biographical Index series, which refer to microfiche copies of original articles, usually in the relevant language. The index books for many nations are on the Bodleian open shelves, the microfiches used to be there as well but now have to be ordered from the remote store.
Canterbury (PCC) wills (to 1858) <nationalarchives.gov.uk>
The index is searchable online for free; to read a will costs £3.50 online but is free at the National Archives at Kew. I often read 20 or more wills there in a day, many of which are false trails, so I save a lot by taking the bus from Oxford. This situation has now changed as the Ancestry Library edition now has the PCC wills (and the London Consistory ones) so I can read wills at my local public library without going to London. When searching the Wills index you can narrow down a common surname using the occupation (e.g. doctor surgeon captain colonel) and place (most entries give a county as well as an address). If the DNB shows the fame elite, the PCC wills show the property elite. But even if your target is too poor or obscure to be in either, looking at all the instances of a surname in both gives a good starting point from which to descend the social scale.
Other databases I use on the National Archives website are:-
Non-parochial and Overseas records (Records > Catalogues and Online Records), which covers all the nonconformist registers (full details free at Kew)
Country Court Death Duty Registers 1796-1811 (Records > Our online records > Wills & Probate) extends the PCC wills index a bit. Most country wills are at local record offices but some are indexed online or in printed volumes for some dates
Discovery, the new Catalogue. (Records > Catalogues and Online Records > Discovery) Covers all documents in National Archives including online records, you can refine it to just, say, Chancery records or PCC wills, or by date. If searching for John Smith put it in inverted commas or you will get all instances of John and all of Smith. Access to Archives (Records > Catalogues and Online Records > Access to Archives) which searches many documents in County Archives and has a lot of the Sun Fire Insurance records which are very good for London tradesmen particularly. Access to Archives is now incorporated into Discovery again
Ancestry Library edition
Some of the best features of Ancestry for my period (all with scanned originals) are:-
Greater London registers, particularly the marriages which are useful for seeing names of witnesses and signatures of couples and witnesses (all good identifying features)
Apprenticeship Tax records (to 1811), indexed by name and place but sadly not by trade
Land tax records which form a street directory as good as the parish ratebooks for which you usually have to visit local record offices
And they now have wills I used to go for Kew for, see section above.
A general search will present you with these and many other sources. You can subscribe to Ancestry and get various packages which I haven't tried, but in many public libraries you can access the Library edition for free. I use the Central Library in Oxford, which is two minutes' walk from the Bodleian Library where I do most of my work. The fact that the Bodleian doesn't subscribe to Ancestry in my view reflects a kind of snobbery that separates academic history from the popular hobby of family history, and this divide has led to a blindness and laziness in academic history whereby the Oxford DNB is full of "nothing is known" statements on which quite a lot could be found out in an hour or two of research.
Find My Past has now got the Westminster parish registers and ratebooks with scanned originals online, so it's better than Ancestry for Westminster, also for Devon, maybe some others I haven't found yet. It has also got the PCC administrations indexed which saves a boring task at Kew. Ancestry and Find My Past both cover the censuses, and for my period the 1851 census scanned originals can be useful for older folk, it being the first census to give birthplace and family relationships. And of course there is <familysearch.org> the website of the Church of the Latter Day Saints, which pioneered the computerisation of historical records of individuals, and which I find as useful as Ancestry, as it covers many parishes Ancestry doesn't touch, and is freely available online. It is mostly just births, marriages and deaths and doesn't have scanned originals
Bodleian Library subscriptions
I've been a reader at the Bodleian for 30 years and since I am not an ex-Oxford student (they get it for free) it has cost me about £35 a year, but recently the editors of the GD website have recognised my contribution by buying me a two year ticket out of a prize won by the website. And now that I'm 65 I get it for free anyway! To get a ticket you need to get a recommendation and be able to show ihat the public library won't have what you need. The Bodleian stays open till 10pm in term times and 7pm in vacations, but the Sackler library covered by the same ticket, is open till 10pm all year. There are many useful reference books on the open shelves and many more can be ordered from the stack (though not taken home). But what I use the most are various databases the Bodleian subscribes to (and which I presume are available in most academic libraries):-
Eighteenth Century Online has full copies of most 18th century printed works in English, and is particularly useful for authors (and noting their publishers) and also for subscribers (often a subscription list can define a particular social and ideological network) and for attorneys and lawyers (search under Title - law list) and Boyle's Court and City guides (search under Author - boyle p).
British Newspapers 1600-1900 will bring up too many results for just a common surname (try adding Mr Mrs - or Esq if your target is of that social status), and the search facility is very fast but misses some out and misreads others, and both news and ads are often repeated verbatim in several pepers. Checking all the results can be tiresome but often brings up stories that are vital to identifying and understanding people. After 1800 you can select People on the Advanced Search page to give just birth, marriage and death announcements. If you know a person's address, searching on that can bring local colour and sometimes items about the person missed in a name search.
Biography Database (3 separate indexes but disc 2 is best for my area and period) is useful for trades directories and subscription lists and can be searched by occupation and title as well as name and address. It is another good way of getting an overview of the frequency and distribution of a surname.
There are quite a lot of other databases I use less often - Times Digital Archive. British Periodicals. Making of Modern World, Dictionary of Irish Biography, American National Biography and others
Printed reference works
On the Bodleian open shelves (your reference library will have its own selection):-
Highfill, Burnim and Langhans for actors musicians &c up to 1800. For musicians also try Grove's Dictionary, and Doane's (1794) in Eighteenth Century Online
Farington's Diary (Sackler 3rd floor) for a social world that overlapped with Godwin's (though more conservative), good on gossip, strong on artists, for whom see also Graves' Royal Academy exhibitors, George's British Library Personal & Political Satires, and many other dictionaries of artists on Sackler 2nd floor
Maxted Printers & Book Trades 1775-1800 see also Stationers Company Apprentices 1700-1800 but see BBTI in free online sources below
Gentlemans Magazine birth, marriage & death notices indexed up to 1818
Collected Letters of (Wordsworth, Lamb, Carlyle, Coleridge, Mary Hays &c) / Shelley & his Circle / A L Barbauld / A Liberal Publisher (Joseph Johnson) / Holcroft's Diary (Hazlitt's Works vol 3) / Crabb Robinson's diary (selections only - though they are working on a full indexed edition, originals are at Dr Williams' Library). Sources at end of DNB articles can help you find these kind of volumes which often have biographical notes on minor literary figures & connections
History of Irish Parliament as good as the English History of Parliament but not online to my knowledge
National Biographical Indexes mentioned above
Alumni (students) Oxon (Oxford) & Cantab (Cambridge), also Dublin, Edinburgh & Glasgow, often gives father, sometimes career and death
Inns of Court admissions (Grays Inn, Lincolns Inn, Middle Temple) for barristers. Inner Temple go to their website free online
Allibone for authors, (Watt and Watkins/Shoberl also good but not on open shelves)
City of London aldermen
Other free online sources
London Lives - includes Old Bailey and other criminal and poor law records, excellent for the 'lowest' classes, but useful for tradesmen too who were often the 'victims'. Also covers some years of Sun Fire Insurance, Westminster voters, Coroners' juries, East India clerks, and you can narrow the search to each of these datasets
History of Parliament Online covers all MPs up to 1820, most of them are not in the DNB, and is very good on family dates and details
British Book Trades Index <bbti.bham.ac.uk> excellent index to printers, stationers, booksellers and bookbinders
Abinger Manuscripts <bodley.ox.ac.uk/scwmss/wmss/online/1500-1900> scanned originals of Godwin's correspondence & notes, not indexed but in a few sequences in date order
Google or other general search engines - if a name is rare or distinctive enough you may get a few historical items mixed in with contemporary ones. If the only results you get are for the Godwin Diary website you know you are going round in circles!