Mississippi. So easy to spell...as long as you keep that little song in mind. The Mississippi state archives are pretty easy to navigate, as well.
Online content is nicely displayed in the Digital Archives section. There are 25 collections here, mostly photographs, though you'll also find maps, government records and historical artifacts for Ole Miss.
Two family history databases warrant special mention:
The biographical Index of archived materials, with first and last name searching. Search results point to offline records.
The Freedmen's Bureau searchable index includes the records of more than 30,000 ex-slaves who entered into contracts with farmers after the Civil War.
Numerous other types of searches are available, including cemetery indexes, microfilm catalog, court cases, and family coats of arms. You can also view online archives of individual government agencies, from Agriculture to Worker's Compensation.
Elsewhere on the web, the Mississippi Historical Society offers what looks to be several hundred topical presentations organized into 17 major categories:
More historical archives and research materials can be found at these excellent resources: