Your Local Family History Center
Once you have searched the Family History Library Catalog, and found the film number you need to order, what then? You will need to locate the nearest Family History Center (FHC) and visit the center to order your film. To find your nearest Family History Center, go to http://www.familysearch.org/Eng/Library/FHC/frameset_fhc.asp. If you are facing a long drive, please call ahead to make sure that the Center is actually open. They are kept open by volunteers, and open hours may have changed since the last website update.
Family History Centers are branches of the Family History Library in Salt Lake City. Each is owned and operated by the Church of Jesus Christ of Latter-day Saints (LDS, or "the Mormons") and are in local Mormon churches. Each local FHC provides access to most of the microfilms and microfiche that are available in Salt Lake City. Books do not circulate unless they are on film, however. It will cost you about $5.50 for each roll of microfilm ordered; microfiche is about 15 cents per sheet. Microfiche stays in the FHC once it is ordered in, so it's a great bargain. Film, on the other hand, stays in the FHC for about a month. You can pay for 2 extensions, after which (in most FHCs) it becomes "Permanent Loan." If it is a film you know you want permanently available to you, ask about paying for that up front. All films and fiches will be used in the FHC itself; not to be taken home.
While you're there, browse the books, fiches and films available in the Center. As long as the person who ordered the film isn't using it at the moment, you can use anything there. Most Centers also have some genealogy CDs available, some computers, and both film and fiche readers and copiers. If you would like your local center to be open more hours per week, volunteer! Volunteers do not have to be LDS, and users will not be subjected to any proselytizing.
If you have never visited an FHC -- do so! There are so many resources available to you that are not, and may never be, on the Internet.
Above all things, never be afraid. The enemy who forces you to retreat is himself afraid of you at that very moment. - Andre Maurois