I would like to share my expirience from my research.
First: Make interview with family members, as much as possible. You will surprised that you will find at least one who will know lot. Writhe to any person with your family name, specially in Yugoslavia, and specially to people from Universities, Church, magazines (journalists) and public persons. First make intreveiw with yourself.
Second: Use a literature from Yugoslavia. For you, who are out of Yugoslavia, it is problem. But mission is possible. Our biggest ethnologist and geographer was Jovan Cvijich. He has world reputation, and I am pretty sure that you can find his books in National or University Libraries in your countries. Try to do that. Other important name is J.Erdeljanovich.
Third: Do not overestimate possibility of internet. Net is OK when you are looking for somebody in USA but not in Yugoslavia. Other good side of net is possibility to find people who are able to help you.
Fourth: Try to learn at least basic of serbian language, or find somebody who can make translations for you.
Results of my research (I was start six months ago) is:
My tree have about 300 people and going up to 1680. From my great-great-grand father I have all ancestors include sons, daughters, sons and daughters in law.
I know exact origin of my family, and all other families from the same origin.