I'm borrow a Geneabloggers prompt but only because the question came up in my research.
How do you get around the infamous search problem of knowing your family should be on the census from a town but not finding them? My first step is always to try a few alternate spellings. There's usually some way a family name can be scrambled - unless, of course, you're tracing a Smith or a Brown. Then I go to a page by page search of that town's census. Usually that turns them up under a misspelling I haven't thought of yet. These are my favorite solutions since my Connecticut ancestors usually stayed put...
Of course, in Connecticut, you also should make sure that your ancestors actually lived in the town you're checking. Keep in mind that town borders shifted as new towns were created. What once might have been in Lyme could eventually be in Old Lyme. A quick look at the town's history should help with that.
What are your favorite solutions to this problem?