...but you could do worse than check the links at this blog at the Family Tree Magazine website. I've been using the Library of Congress's Chronicling America site (The link in the blog) to search newspapers. See if you have any luck there.
http://blog.familytreemagazine.com/nowwhat/CategoryView,category,immigration.aspxOh, what the heck. Here's the Chronicling America site:
http://chroniclingamerica.loc.gov/I see we're talking papers from about 1690, so this may be hard going, but it couldn't hurt to have another resource.
Then there's always the LDS and their Family History Centers. Online research can be done with this FamilySearch basic search form. Be warned: You will get a lot of multiple entries of the same information, and of course you'll need some sort of distinguishing information for your ancestor to narrow things down.
http://www.familysearch.org/eng/default.aspI have always heard that Quakers kept utterly meticulous records, so if your ancestor is a Quaker, you may well be luckier than the rest of us!
Check with local genealogical or historical societies, including online.
I have no idea if this is legit or not, but here's a Colonial site:
http://colonialancestors.com/pa/pennsylvania.htmAnd for good measure, the USGenWeb Project:
http://usgenweb.org/Best of luck.