A great way to connect with others, especially early on in your research is through message boards. These are parts of websites where you can leave your unanswered questions. This is a great way to find others with the same research interests as you - people looking for the same family members. In order to do so, make sure your title captures the people you are looking for. Not long lists of people but something as simple as Haddows of Lanarkshire Scotland. This rules out those with Haddow ancestors who are from the US, England etc and makes the responses more meaningful to you.
Most of us are aware of Ancestry. Personally, I don't find Ancestry terribly helpful - especially for Scottish research. But you can leave a message on the message boards and perhaps find a connection that way. This saves you trawling through hundreds of possible matches in other people's trees with inaccurate information.
Another great message board system is Rootsweb. Rootsweb is free. The responses may take longer but they are generally very helpful. As well, many of the message boards are now linked to the mailing lists, which reach people a whole lot faster.
For connecting with others specifically researching in Scotland, GenesReunited is a fabulous website. I highly recommend joining and uploading your tree. I have found living relatives I never knew existed and the help has been totally amazing, A membership is $34 annually and every couple of weeks or so, you will get an e-mail with "hot matches" The software is programmed to look for other trees with the same names and then notify you of the connection. It doesn't always narrow it down to your specific ancestors, but often it does. You can then connect with the others searching the same family members.
Another little known site is Curious Fox. You can narrow down your search to your ancestors county. You can also see old maps of the area, which can be quite helpful.
Take the plunge. Branch out. Connect. You will be pleasantly surprised with the results.