family tree.

Does anyone research their family tree?
If so which are the best sites to subscribe to? (pm me the details)
I am thinking about seriously researching my lines, we already have marks, a distant realtive has done the work previously.
After picking my parents brains, it surprised me how little we know.
Although my great grandma told everyone we are realted to florence nightingale some where along the lines.
Would be interesting to find out if it is true, the oldest relative we do know about is my great great grandfather who served in the army, and fought in the crimean war - 95th regiment of foot.
After that completely blank, so any info you can proved is appriecated.