This is an interesting thread. I've been extensively doing genealogy for 11 years now and have over 5100 people in my tree, which is largely confined to my father's side. Nearly all are fully documented/sourced.
Many true things have been mentioned in this thread. For instance, if you hit a brick wall on your line, working the aunt/uncle lines a little will often help you get around it. They may contain vital info that allows you to overcome a lack of critical information on your direct line.
Working cousin lines also will allow you to make surprising discoveries about your own living cousins. Things like being related to these persons by more than one way. Looking backwards, you may find your extend kin did marry each other, either through the same blood mixing or extended (allied family) relationships where the husband and wife were not kin to each other, but both are kin to you!
Over the years, I eventually settled on researching all cousins to present time from my common ancestors at a given time period. (I personally use whoever was born ca. 1800).
This extended family research is personally very rewarding. By hooking up with distant and long lost cousins, I have tore down many brick walls on my line, slowly accumulated near complete family photo albums of my great grand parents and their parent's families. Moreover, the stories that have been accumulated have really allowed me to flesh out and better understand my own direct ancestor's lives that they lived.
The one thing you do not want to do is tree copy and get discouraged if you run into a "dry spell." Always verify the info you get and simply stay with it. This very past summer I finally learned what happened to a long lost great great aunt that my elders used to mention. It took me almost 11 years to reconnect to her descendants. Now the final outcomes of what became of my ancestral aunts and uncles from that generation has been resolved.
Several of that generation had been deemed "lost" by my living elders. Family mysteries solved!!!!!