The obvious place to suggest for research is PRONI (the public record office) in Belfast. That’s where the majority of old records for Armagh and adjacent counties are stored. There are other specialist repositories like the Linenhall Library and the Presbyterian Historical Society but their usefulness depends on things like what denomination your ancestors were and also on what sort of records you are looking for. Armagh library has a local studies section but otherwise there not many records kept in the county itself. They tend to be centralized in Belfast.
Take your passport or other photo id to PRONI on your first day, to get your readers ticket. (Takes 2 minutes). Late opening is Thursday when it’s open till 9.00pm. Nearest rail station is Titanic, or you can get a bus there from Wellington Place in Belfast.
You have mentioned Killeen as being where your ancestors lived. Probably helpful to mention that there are 2 places in Armagh called Killeen. One is in the parish of Killevy and the other in Lisnadill.
If looking for research help in the Belfast area I may be able to meet you in Belfast. E-mail me on Ahoghill@irelandxo.com