Conducting Research in Switzerland from Abroad

In the Cantons of Aargau, Freiburg, Glarus, Nidwalden, Obwalden, Schwyz, Valais, and Zug none, or almost none, of their parish registers or other relevant records are available online for remote viewing. What do you do when you realize that your ancestors were from one of these Cantons? 

Here are some helpful tips about how to go about conducting research in places like these: