The three basic tools of Cornish family history research are the Registers of Births, Marriages & Deaths, the census returns, and the parish registers.
The indexes for Cornish BMD are to be found in the national indexing project, FreeBMD. From these you will learn which quarter an event was registered in. In many cases this information will be all you need but the web site leads you to the government agency that sells copies of the original documents. Perhaps you will only need a few vital certificates to help build your family tree, because they are quite expensive.
The census returns are available for free on FreeCEN and on the COCP web site. Nearly all the Cornish 19th century returns are now online, and all should be online by the end of this year. The COCP pages will contain all the people enumerated in Cornwall between 1841 and 1891. You can download all you want, turn the data into spreadsheets and manipulate it to your heart’s content - even read them in the bath!
The census returns start in 1841 and the BMD indexes in 1837. Further back than that you have to rely on the parish registers. In theory, these started in the early 16th century, but many of the early years have not survived. Some of these registers may appear on the national indexing project - FreeREG. However, in Cornwall we are lucky in having our own parish register project - C-PROP. This database is also free and also contains other data than just the parish registers.
C-PROP is the daughter project of the Cornish Online Parish Scheme. There are now about a dozen of these OPC schemes in England now, but the Cornish one was the first to start and the others are modeled on it. Many of the OPC have their own web sites and many of them contain transcripts of parish registers and other things. Good examples of what can be found are on the sites for St Austell and Gerrans.
The main newspaper in Cornwall today is the West Briton. The WB started early in the 19th century and there is an ongoing project to transcribe the interesting bits and place them online. In addition, the hatches, matches and dispatches are also being added to the C-PROP pile.
Finally, the whole Cornish scene is bound together by the Cornish pages of GENUKI. Anyone who is researching in the UK outside Cornwall will soon realise that the Cornish GENUKI pages are in a class of their own. There are links to the main GENUKI pages and to just about everything Cornish.
[No URL are given; all web sites can be found easily with Google]