You have started in the right way by finding out as much as you can about your grandparents, you should be able to get copies of at least their marriage certificates from your family, have you asked older relatives, or the surviving children of great aunts and uncles etc, Christmas is a great time to get started on this as many families meet up.
Do you know where your grandparents were buried? alot of info can be gathered from the memeorial stones in cemetaries or graveyards. Civil registration started in July 1837 and recorded births, deaths and all marriages, whether in church, chapel or register office. these are indexed, pop into the Harris, they have access to the index, or you can join an online site, findmypast.co.uk is good, or ancestry.co.uk, they both charge and both contain the cicil regsitration index.
census returns are available online on both those sites, ancestry.co.uk has 1841 -1901 (every 10 years), you can look at the 1881 census for free on many sites, including Familysearch.org, which is always a good starting point.
There should be no need for you to travel beyond the online sites as you can even order copy certificates for civil regsitration online now.
It shouldn;t matter in the early stages where your ancestry was from, when you get back into the 18th century you may need abit more help.
The lancashire record office in Bow Lane Preston has the calendar of wills 1858 to about the 1970s or so, and so you can look in there too if you want, i will explain how they work, it is free to be a reader at the record office, you just need a readers ticket, with 2 forms of id that include your address you caqn get one when you visit for the first time.