Christine Rose and Kay Germain Ingalls, The Complete Idiot’s Guide to Genealogy offers many suggestions on Courthouse research.
Be sure to check for a town or county historical society in the area you are researching. Know their hours of operation and their visitor rules.
An "executor" is named by the testator and is required by the court to post a bond. An "administrator" is appointed to handle the affairs of one who dies intestate (without a will).
The Bureau of Land Management is a Federal government office with responsibility for buying, selling and managing public lands.
“A court clerk may suggest you need only look at the grantee index, and not the grantor index. Don’t listen! There can be a variety of reasons why the purchase was not entered in the grantee index, although later the sale appears in the grantor index. The first deed may have been a patent or grant from the state or federal government, inherited, overlooked when the index was prepared, or just not recorded. Always check both indexes." Ibid