I author a blog on this very topic:
Blood and Frogs: Jewish Genealogy and More
http://www.bloodandfrogs.com/If you're new to researching Jewish ancestors, you will find lots of useful information and research techniques specific to researching your Jewish roots.
Some recent articles include:
Jewish Genealogy Basics: Ancestral Town (Shtetl) Information
http://www.bloodandfrogs.com/2011/02/jewish-genealogy-basics...Finding and getting copies of Jewish records in Poland
http://www.bloodandfrogs.com/2011/02/finding-and-getting-cop...Researching Jewish Relatives Who Passed Through Belgium
http://www.bloodandfrogs.com/2010/11/researching-jewish-rela...If you have specific question about carrying out Jewish genealogy research, please feel free to ask me and I will try to address the issues you ask about on the blog.
Philip Trauring