In looking for information about Roxburghshire, Scotland I came across the FamilySearch Wiki information on Scotland. This site includes information on all the Scottish counties, including information on available records (census, court records, civil registration, etc.), maps, and its parishes. The parish pages will tell you about the records available for that parish, including church and civil records.
I found it quite informative—especially the list of parishes in each county and the parish information. The pages also point to another site I’ve used successfully—Scotlands People (the Scottish Records Office)—to find census, birth, marriage and death records.
It also points to a site that has UK census records online—for free! I found my ancestor William Bonnington in the old town of Galashiels in Selkirkshire in the 1841 census. It doesn’t give you an image to view like Scotlands People does, but it will show you the household and its associated information. You can click to view the previous or next household if you want to see more about the neighbors. The data is not 100% for every county for every census, but there is a page to see the database stats for each.