Autosomal Testing (Common Test that Connects to Cousins from all Branches of Tree)
Autosomal testing is the most common type of DNA testing (see the link above) which connects you to all cousins and all grandparents within a certain number of generations before the DNA disappears. What I mean by that is it will not connect you to DNA cousins (or any cousins) beyond around five to eight generations back. You will literally see thousands of DNA cousins when using this test but unless they have a very accurate family tree and you share a lot of DNA, you will not know who the grandparents (or multiple sets of grandparents) you share. Unless you have a solid tree, you may see all of these cousins and will not know who they are. Rest assured however, that they are your cousins. I've spoken with half a dozen people over the years that found surprises when they took this test. Maybe a full brother or sister (who was adopted out), or maybe a half brother or sister (that was a secret). More people take this test than the Y-DNA test but by itself, it does not prove the direct male to male paternal heritage. If you do take the autosomal test, I recommend Ancestry.com mainly because they have the biggest database and many people there actually have a tree already completed which helps aid you in finding common ancestors and researching family lines. Again, keep in mind, this doesn't connect you to your deeper Allday/Alday cousins, but with the help of trees and their messaging system, you can still connect with other Alldays/Aldays up to about eight or closer generations. I have completed a good bit of DNA analysis on ancestry.com for any Allday/Alday connecting to me in the United States and have Allday/Alday cousins sharing DNA with me back to the 1600s colonial Virginia period.
Y-DNA Testing is the only type of DNA testing that proves the direct male to male line. This is the only test that connects the Alldays/Aldays of the world because it goes back thousands of years and only connects to the direct male line. It will even connect to cousins from back in the time period when people only had first names and not surnames at all. I strongly recommend using FamilyTreeDNA for this test because it has the largest and (in my option) best database. This test connects you to others from you (the male Allday/Alday) to your father (if he takes the test) to his Allday/Alday father to his father, to his father and so on. It eliminates your father's mother's line, your mother's father's (or mother's) line etc. In other words, it is a paternity test that goes back thousands of years. If your Allday/Alday grandparent from 500 years ago was a ship captain and left behind some sons in Brazil and one of them takes the Y-DNA test, you will connect to them. If Germany was your GGGG grandfather's homeland and an Allday/Alday from Germany takes the test, then he will connect to you. Y-DNA cuts out the errors, infidelities, adoptions, and other Non-Paternal Events (NPEs). The one thing about the Y-DNA test is that it is for males only. If you are a female and want to have your father's line tested at FamilytreeDNA then you will have to either submit your Father's Y-DNA or talk one of your brothers or your father's (or grandfather's) brothers into taking the test.