You can interrogate their Debt of Honour register, available online, which will give you matches for the names you have entered. Sad to say, there's often more than one match per name. Details will include the individual's name, rank, number, date of death and (sometimes) age, next of kin, and next of kin's address. This should help confirm you are researching the right person.
If you haven't identified your person by now, it's time to turn detective. The next stop is your nearest library, for a look at local newspapers. Throughout the 1914-18 period, casualty lists were published daily in the local and national newspapers. They're probably on microfilm. Make sure the newspapers are local to your soldier's or sailor's home.
'You may have only a faded sepia photograph of your ancestor ...'
Some of these details will also appear in parish and school magazines. They may also tell you about other members of the same family.
You may have only a faded sepia photograph of your ancestor - perhaps in uniform with fellow servicemen - with which to start, so where do you go to identify his unit? One option is to contact your ancestor's regiment, if you know it. To do so, try a search of the Ministry of Defence website. Its Ceremonial and Heritage section contains a useful A-Z of all the nation's regimental and military museums.
Alternatively, the National Army Museum in Chelsea, south-west London, tells the social story of the British army. It possesses a vast archive and helpful staff, who can identify items such as cap badges and uniforms.