University libraries can be enormously helpful for your family history research, especially if you have one nearby. They have a lot of books and microfilms on the open shelves that are not available in most other libraries, or must be ordered and retrieved at the state libraries.
You don’t need to be a student or staff-member to enter the library. The hours are usually extended into the evenings except during university holiday periods, although it might be better to avoid exams. You can stay all day and make cheap photocopies of what you find.
I attended the University of Sydney, which is in the inner city and a short walk or busride from Central Station. Fisher Library is the main library of the university, and there are smaller specialist libraries around the campus. As a graduate of the university I can pay $80 for a yearly membership that allows me to borrow books. Members of the public can also join in this way as well, although at a higher cost. See http://sydney.edu.au/library/borrowing/cards.html for more information. Other universities may have these provisions.
When you search for books, magazines, journals, or whatever on Trove, the National Library of Australia’s master catalogue (it’s not just for digitised newspapers!), you can also find out which library has what you are looking for. Here is part of the listing for the Historical Records of Australia:
The full series of the Historical Records of Australia is in 33 libraries in NSW alone, and most of them are university libraries, which are far more numerous than the state libraries. There may be one closer to where you live than you think.
Consider university libraries too when you visit other cities to research there. A couple of years ago I visited Auckland for a conference and stayed an extra week to do some research on my great-grandmother’s family. I found that Margaret Lowe nee Craig signed a petition in 1893 to give women the vote. Two or three of her sisters-in-law signed it as well, and appear on the same page. New Zealand was the first country in the world to give women the vote, and seeing my ancestor’s name on the petition gave me a real sense of pride – a real ‘Who Do You Think You Are’ moment!
I then spent a morning at the library of the University of Auckland, down the road from my apartment in the centre of Auckland, and found historical information and contemporary sources on the women’s suffrage movement. Reading about the history of the suffrage movement in the university library gave me the context in which this event occurred.
Consider, too, whether your nearest university library may have microfilms published by the archives authority of your state. The University of Sydney library catalogue lists 80 titles published by the Archives Authority of New South Wales, all microfilms and books that your local library may not have.
The Australian Joint Copying Project was a project to make available to Australians and New Zealanders the the historical sources of Great Britain. Any microlim you see with a PRO prefix has come from this project, and includes Surgeon-Superintendents’ journals, Home Office records about convicts and Colonial Office records about immigrants. The whole set of over 10,000 films is available at the State Library of NSW and the National Library of Australia, but some universities outside Sydney and Canberra have some of the films most relevant to the courses they teach. The University of New England in Armidale, for example, has 18 series of films, of which this list is about half:
So don’t discount university libraries just because you’re not a student there. They may have just what you’re looking for!