Fingolfin, my Son!
I had to smile reading your nickname already... but what a coincidence that you are searching for ancestors in Heidelberg, of all places.
I am from Heidelberg and lived there until last year, I also will be there the next week. When will you be in Heidelberg exactly?
For us to be able to help you, you would have to give us more specific information on your ancestors (time they lived, religion, profession etc).
Here is some general information for you:
As chaotsani already mentioned, the protestant church records for (part of) Heidelberg are available on archion - the ones that aren't online yet will be available in the near future.
As for the catholic church records for Heidelberg, you can have a look into the originals at the "Katholisches Kirchenbuchamt", you have to make an appointment (I think they might have closed until January), but that only makes sense if you are able to read and understand the old handwritings in german or latin:
Plöck 101
69117 Heidelberg
Tel.: 06221/74348226
I also found an alternate adress (where they may have moved to):
Wallstraße 27a
69123 Heidelberg
Telefon: 06221-4352680
Mail: kirchenbuchamt@kath-hd.de
There might also be records of interest in the city archive. Especially for the time from 1870 onwards they have the civil registration records there. Also the staff might give you advice on where to find more information:
http://www.heidelberg.de/hd,Lde/HD/Rathaus/Stadtarchiv.html
Now, what I found the most useful, when I started my genealogical research: For the time from 1810-1870, duplicates of the church records both catholic and protestant (and even jewish) of Heidelberg (and the whole of Baden) are available online at no charge:
https://www2.landesarchiv-bw.de/ofs...012.00073.%&anzeigeKlassi=012&letztesLimit=40
I hope that helps!
Best regards,
finwe