If you have an ancestor who lived in a city or even a decent-sized town, then your research plan should absolutely include a search for city directories. Genealogists all know the value of placing an ancestor in a particular time and place, but city directories can also be used to follow an individual's occupation, place of employment, and place of residence, as well as potentially identify life events such as marriages, deaths, and migrations. This list of residents of Hartford, Connecticut who left the area about 1920 includes their destination -- with many headed for nearby towns, and even California, Italy, and China! Looking beyond the names of your ancestors, city directories also provide invaluable insight into your ancestor's community, often including sections on neighborhood churches, cemeteries, and hospitals, plus organizations, clubs, associations, and societies.
Geer's Hartford [CT] 1921 City Directory (Hartford: The Hartford Printing Co., 1921), 809;
digital images, "U.S. City Directories," Ancestry.com (http://www.ancestry.com : accessed 18 June 2012).