most use Ancestry.com and/or 23andMe.com to help find their roots/bio connections. 
The following are only from my basic observations and research. YMMV...
Ancestry specializes in family genetics but it has a larger data base if you want to find bio relatives. You don't have to use their test to enter in data from a different test though. If you're looking for some Irish genes, Ancestry splits that out separately. They're reasonably priced and have a decent reputation. They also have a sale ATM of $20 off BUT.. If you sign up for Ancestry.com emails I've found that they have the same sale a few times a year.
23andme.com - Has 2 packages... one for family and one for family and health. They're more into medical research than Ancestry so if you're interested in predispositions etc they're good for that. Their family only one has one interesting aspect that Ancestry doesn't seem to yet. 23andme will show if you have any Neanderthal roots. As you might imagine the health with biological medical info is very popular with adopters since most of us know zip about that and knowing can of course help doctors know what to watch out for for you, your children, etc. Sales seem to be less frequent with them. I happened to luck into a half price on the family & health one during Amazon's big Deals promo a couple of weeks ago or I might still be waiting. 
Family Tree DNA is used a bit too but I haven't heard enough to comment one way or the other on it.
If you already sort of know your 'recent' family history, I've heard this is very interesting...
National Geo's Geno Project. I know less about it since the adoptees aren't using it much because it's very ancestral based.... as in 500 yrs ago and more... not current to 500 yrs ago. 
I find this project/test absolutely fascinating and may do it someday but I need to start closer in time first.
FWIW there's a group on DU, under Home & Family called Ancestry/Genealogy (link) that looks helpful too.
I know 'you' and most other DUers know to do this but please read the terms closely on any one you're looking into. In the last few months Ancestry.com and 23andMe.com have changed to improve their terms, security because of very vocal concerns about their privacy aspects. I'm using 23andMe and they seems to be very good about cautioning people now.
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