While the Autosomnal DNA testing is a good place to start, the information that the test provides is a mixture of all of your DNA which is a combination of genes passed to you by both of your parents. For males, an additional "Y" chromosome test can be conducted which traces only your direct paternal line. This test is not available to females as females do not have a Y chromosome (they have a double "X" chromosome while males have 1 Y and 1 X chromosome).
 
Since males pass along their Y chromosome only to their male children, the Y chromosome in males will go back as far as their oldest direct male ancestor.
 
I chose to take such a test from Family Tree DNA after conducting some research into the subject. While expensive, the test will confirm your direct male lineage. This is how I confirmed that my Great-Grandfather was Herbert Granville Clarke as my Y DNA test results matched those of my "new" cousin. If Herbert was not my Great Grandfather, my results would not have matched my cousin as he was a direct male descendant of a known male descendant of Herbert's.
 
Now that I had proof of my lineage to Herbert Granville Clarke, I decided to see what other information my Y test results could tell me. Family Tree DNA has a program similar to Ancestry.com in which they will match you to other genetic matches based on your test results. You can also upload your raw DNA test data from Ancestry to Family Tree DNA (and other sites) so that you can increase your odds of locating genetic matches and find additional relatives. The more places you look, the more you will find.
 
Family Tree DNA also has different programs which will trace your ethnic roots and provide information about where your ancestors came from. The photo at the top of this page indicates my Y chromosome matches to other testers with known origins.
 
There are different levels of Y chromosome testing available, from a 37 marker to a 111 marker test. What this means is that they will decode your Y DNA at 37 to 111 different locations in your genetic code. I decided to opt for the 67 marker test as it seemed to provide more information than the 37 marker test, but was not as pricey as the 111 marker test.
 
The test procedure was a little different than the one I performed earlier with Ancestry. This time I received a kit with a small "scraper" which you simply rub on the inside of both your left and right cheeks. You then place the scraper and the sample in a vial of preservative, package it back up and mail it off to the US processing laboratory. Family Tree does not prepay the postage like Ancestry does so a trip to the post office is necessary to ensure you have the correct postage.

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You then wait for about 6 weeks and once your results have been processed, you will receive an email notification and can check your results online.
 
My results confirmed my match to my suspected cousin as mentioned earlier, and provided a clear view of my male ancestral heritage going back through my father, Grandfather, Great-Grandfather, etc. Using this information I was able to map out my male DNA heritage which provided a good basis from which I could split off my paternal and maternal lineage (at least partially as I still had other paternal DNA to consider, passed along through my paternal Grandmother).
 
My "new" cousin also suggested I join some research groups that can be found on Family Tree that test and provide some insight for Y chromosome tests. While the information they provided was not earth shattering, they did confirm that I am descended from 2 rather large and well known groups in the UK, 1 from South-West Scotland (the Irvines) and 1 from England (the Bradleys). This information may help my cousin and I track down our shared relative's origins as even he has little information about his Grandfather Herbert Clarke and cannot seem to locate Herbert's family back in England which is where Herbert was born.
 
For now both my cousin and I have our data listed on Family Tree DNA in hopes that another male relative with a shared ancestor will take the test and we will be able to contact him. Hopefully that as yet undiscovered relative will have a better history on his family than we do so that we can dig deeper into the ancestry of our mysterious ancestor.
 
Like all ancestry research, patience, persistence and luck are all key factors in finding answers to your questions.