Cosie, great question.
Rootsweb has many research lists for these areas of the world. Sometimes subscribing to the lists provides networking opportunities. People who are researching in these areas have a wealth of experience with successes and pitfalls.
Have you read genealogical books or magazines about how to do research in these localities? Often these publications will give you the names and addresses of the libraries and other record repositories where you can write.
There are online resources also.
I had joined an Italian list (still belong to PIE in fact) and with the suggestions I received from knowledgeable folks, I found family in Italy and had an opportunity to meet them.
Good luck and keep us posted on your progress.