Margaret,
You ask about local sources. The birth, death and marriage records are centralized of course. The RC parish records are on-line but as you know now they start very late in Co. Donegal. (Some places like Dublin and Wexford have RC parish records back to the late 1600s but Donegal didn’t keep any till the mid 1800s. I don’t know why.) Copies of most surviving non RC church records for Donegal are in PRONI in Belfast.
Estate records ie landowners records are generally either in the National Archives in Dublin or PRONI in Belfast (or both in some cases). It just depended where the landowner deposited them. Some big landowners had land in different parts of Ireland and so you get records for what is now Northern Ireland in Dublin and records for the Republic eg Co. Donegal, in Belfast. Wills for Donegal could be probated in Londonderry or in Dublin. So they can be found in either set (or both in some cases, I have found). Fortunately the indexes to the wills are on-line, up to a point. Pre 1858, the wills were processed by the Church of Ireland consistory courts (regardless of your denomination) but most of those records were destroyed in the 1922 fire. All that generally remains are some abstracts and index references. (There are exceptions to this. Some early researchers copied wills and duplicates existed in solicitors offices etc which have now been deposited in the archives in Dublin or Belfast, so it’s not quite true to say they were all destroyed. Just that most were). It’s always worth searching the NAI and PRONI e-catalogues for the surname of the person you are researching. Odd leases etc pop up too.
You can also search the Registry of Deeds for a mention of your family. Ideally you need to know their townland, but you can also search by name. The originals are in Dublin and PRONI have copies (for all of Ireland) up to 1929 on microfilm. The Registry of Deeds started in 1708 or thereabouts and could be used to record leases, marriage contracts, wills and certain other significant legal documents. Registration wasn’t compulsory and as there was a fee to pay many didn’t bother. But many did. What you get is a memorial (summary) of the original document, and which could have been used in the event of a dispute if the originals were lost. In the 1700s and 1800s there were a lot of 3 lives leases (ie leases that lasted for as long as the 3 people named in it were still alive). These could be very helpful for genealogy because if the 3 were related the relationships and ages were often given. Allow plenty of time if you are going to search the Registry of Deeds records. It’s a slow process.
Most counties in Ireland have a local studies section. I would guess that Letterkenny library has the collection for Co Donegal (but you should check to make sure). These usually contain books and maps and statistics about life in that county. So you get detailed descriptions of farming or weaving or whatever activities were found in that part of Ireland. They often have back copies of local newspapers too.
A particularly good account of life in Ireland in the 1830s is to be found in the Ordnance Survey memoirs. These were drawn up on the instructions of the Duke of Wellington (then Prime Minister) and were a detailed account of each parish. They were drawn up for taxation purposes (a bit like the Domesday Book). They summarise the geography, economy, population, industry, churches, local monuments, buildings of note, trades, hobbies and amusements, local traditions, schools, etc parish by parish. They often list the names of recent emigrants as well as notable families in the area. They were originally published in the 1800s and then re-published in the 1990s by the Ulster Historical Foundation who may still have some copies for sale. (You need to specify the parishes you are interested in to get the right volume). PRONI have copies on their bookshelves in the main reading room and I imagine Letterkenny library might also have them in their reference section.
Here’s a link to a list of sights in Inishowen:
http://www.visitinishowen.com/things_to_see_and_do/1/7/30
The Doagh famine museum is worth a visit. Interesting and moving. However if you go at Christmas it’s ingeniously converted into Santa’s Grotto for a few weeks. Something that tickles my sense of humour. Only in Ireland would we use a famine museum as Santa’s grotto. Lovely beaches near to the Doagh museum.