Have you looked into a "one place study" for the place where your earliest known ancestor was born or lived? A genealogical society for that area may have conducted one, and would have information about the origins of the families in that area. Even if your family isn't included, looking at other research would give you a wealth of sources to investigate.
Another type of study you may find clues in is a one name study. Researchers try to trace the origin and spread of a surname. You may find that a bunch of folks with one last name went to Georgia from wherever all around the same time, which can help you narrow down a reasonable timeframe to investigate.
Are you familiar with researching land titles and probate? The county courthouse could have wills and land titles available dating back a few hundred years. Look to see if anyone with the same surname as the earliest known ancestor filed for land or left a will mentioning that ancestor.
If paper doesn't work out for you, you may want to consider DNA testing. Nearly all of the major DNA testing companies offer some sort of a heritage report. It is simple to trace your father's surname or your mother's matrilineal origins, but you'll need some obliging cousins for other lines. DNA testing is especially useful if you have early African-American heritage, because paperwork for former slaves is practically non-existent and what does exist rarely even hints at origin other than a general "Africa."