The first place to search is the IGI (International Genealogical Index): http://www.familysearch.org/Eng/Search/frameset_search.asp?PAGE=igi/search_IGI.asp&clear_form=true
Start with a bit of information, and only enter more details to narrow down your search results.
Usually the indexed baptisms and marriage information are part of the IGI. If you have searched the IGI without success for your person of interest, searching the Old Parish Register (OPR) indexes and OPRs themselves is still useful, in case they were missed. Baptisms and marriages in the OPRs can be searched using a computerized index, either on a county basis or searching over the whole country. The index gives the reference number for the relevant microfilm roll together with the frame number (page), allowing you to go directly to the record you are interested in, once you order in the OPR film.
You can access the Old Parish Registers online, by opening an account at http://www.scotsorigins.com/. However, you must find the record you want in the IGI first, then pay them to transcribe the record. Scotland's People has an index of Scottish births 1553-1903, marriages 1553-1928, deaths 1855-1953, Wills and Testaments from 1513-1901, and indexed census data 1841-1901. Again, you find your record in the indexes, then order a copy of the original record. Sometimes Scotland's People has records that were missed in the IGI, and thus not available through Scot's Origins.
Or, it costs about $5.50 to order the film you want to your local FHC. If you search the OPR yourself, you can find collateral relatives too. You can also consult the indexes to baptisms and marriages on microfiche and CD-ROM in the FHC. Be aware that the computerized versions are merely indexes, and you should always consult the film of the OPRs themselves.
The birth/baptism/christening index usually contain the individual's name, parent's name, event, date of event, parish, county, and film reference numbers. The marriage index usually contains the husband and wife's name, date of marriage, parish and county, and reference numbers. From the reference number you can order the microfilm which may or may not contain more information. The OPRs vary widely in quality and completeness. For more information about using your local FHC, see: http://valoriez.blogspot.com/2004/07/your-local-family-history-center.html
A new source of digitized death records is the McKirdy Index of Scottish Death Records 1855-1875. Rather than the church records, these are the indexed civil records. http://www.mckirdyindex.co.nz
Was he a minister? Check out Scottish Ministers Index (Fasti ecclesiae Scoticanae): http://www.dwalker.pwp.blueyonder.co.uk/Ministers%20Index.htm
Scottish Maps: http://valoriez.blogspot.com/2004/01/scottish-maps.html
Scotland Research Links: http://valoriez.blogspot.com/2003/12/scotland.html
Also, Using Batch Numbers and the IGI: http://genweblog.blogspot.com/2006/11/using-batch-numbers-and-igi.html
Make the Family History Library Catalog SING for you: http://genweblog.blogspot.com/2006/03/make-family-history-library-catalog.html
Love many, trust few, always paddle your own canoe. - Slim Aitken