This concept of going back through your ancestors to find people to pray for has a Mormonic feel to it. Although, they baptize their dead, to release them from outer darkness, whereas you are praying to get them out of, is it purgatory?
Many documents are sourced to the Mormon Church which requires its members to track down their ancestors' records for purposes of having them baptized into the Mormon Church. The other greatest source of documents are the Catholic Church which has always maintained scrupulous records of baptisms, marriages and funerals (some can also provide information on other sacraments). And, yes, my prayers are offered up for those still in purgatory.
I pray "for those who need it the most." That would, of course, be ME but I know that there are others who are suffering more and need more prayers.
I'm not SURE of who they are exactly but I pray for those family and friends who need my prayers the most...and let God decide who they may be (besides me).