Hi Nick,
Suggest you do a search of previous messages to this bulletin board and link in with others researching the name Caley & Cleator.
Also join the IOM Family HIstory Society (details at this website under Family HIstory Society,
Do a Caley & Cleator search of the IGI at www.familysearch.org
Check out Francis Coakley's site A Manx Notebook also locatable at this website
You sound like a beginner. get a good book on the steps to take in family history research The IOMFHS sell the excellent one on Manx research written by Janet Narasimham.
These are just a few ideas
Kind regards
Elizabeth