I think that you would do well looking into some general information about Scotland. I have found Rampant Scotland very interesting. It has a section on genealogy which had things I did not know or had forgotten. There is another site giving general information on Dumfries and Galloway.
There is a club for Canadians to share their Scottish heritage as well as sources of information. The club is called Canadian Scot's.
I have belonged to the Dumfries & Galloway FHS for a very long time. It has put me in touch with a 4th cousin descendant of William Robb the nailmaker in 1988. Nothing much since. The society concentrates on Dumfries more than Galloway. When you have a family of Scots-Irish globetrotters it is not easy. I have rejoined the DUMFRIES-GALLOWAY list at Rootsweb. This has helped me find a Cook cousin that I would have never found otherwise. This branch of Cook was unknown last year and know there is a site where to look at their other branches.
There is a new site about Dumfries & Galloway with no music this time, but a lot of information and a good map of Wigtownshire.
I have found a good description of where to find Wigtownshire and Selkirkshire. If you want you could look at maps of Scotland in the National Map Library of Scotland. It will also help you with your researches. Good Luck!
I was a member of the Northern Ireland FHS and it made made me a wee bit more hopeful. I have just given them a stray visitor to the two Williams on Census night 1851. ( see: Friendly Neighbours) I do not think it is going to help me find where William Robb and William Cook came from: I do not know their parish! I have just found that there is a Wigtownshire list may be it will help me find other branches knowing where they are from. There are Wigtownshire Pages. They have a list of names researched and plenty more!
I have joined the Borders FHS. Write to: Mrs. Fay MACKAY, HON. MEMBERSHIP SECRETARY, Borders Family History Society, Caddon Mill, Clovenfords, TD1 3LZ.
I have received the Cook, Buchanan, Australia and Aus Military digest lists from Rootsweb. The Cook list was very friendly and active. There are a lot of resources at Rootsweb that you might find highly rewarding to use like the Cook resources page or the Robb Resources at Rootsweb. It is also a way of finding some Cook, Grieve or Greive and Robb websites! . I have found Gayle Fuson who researches the Robb family from Maybole in Ayrshire with no connection. Even if my lot went to Ayrshire later!
Bonne Chance!
This link might help you: Distant Cousins: genealogy and family history library including military, cemetery, marriage, passenger lists, obituaries, city directories, surname resources, census data and more