The NSW Birth Death and Marriage indexes are another great source for looking up family history.
People moved around a lot in the early years and it is worth checking out these resources.
Ryerson Index
Explanation copied from the Ryerson index home page The Ryerson Index is an index to death notices appearing in current Australian newspapers. It also includes some funeral notices, probate notices and obituaries.
Because the Index was originally created by the Sydney Dead Persons Society, its strength lies in notices from NSW papers - including in excess of one million notices from the Sydney Morning Herald alone. However, the representation from papers from other states continues to grow, with additional papers being regularly added, so that the Index can now truly be considered an Australian index.
The index itself cannot by definition be considered a primary source of data, but is purely a research aid to direct the researcher to the original source of a notice.
NSW State Records
Search online indexes - covers Port Phillip to 1851 and lots of shipping records and online digitisation of microfilm records of passenger lists.
There are a lot of Convict records, divorce records to 1930 - still being compiled. Some census records, child welfare - for different homes for children, application to marry to name a few