Church records can often provide family connections that may not be available in any other way. One of these ways is that the records often include the names of witnesses to the religious events that are chronicled. In this way, you can determine who else might be related to the family.
In addition, through christening records you can determine the year of birth of a child and through cemetery records you can determine the date of death, as well.
If you are not sure that searching for a church record is the next best option for your research, consider using the advice feature of this site. This will help you pick your next best steps in your research. Go to Genealogy Search Advice.