According to wikipedia.org:
Duval County was created in 1822 from St. Johns County. It was named for William Pope DuVal, Governor of Florida Territory from 1822 – 1834. Alachua and Nassau counties were created out of parts of Duval County in 1824. Clay County was created from part of Duval County in 1858. Part of St. Johns County south and east of the lower reaches of the St. Johns River was transferred to Duval County in the 1840s.
If you have relatives from Duval County, you might start with the US GenWeb page for Duval County. The page is a bit dated, but they have a list of cemeteries, links to maps and other genealogy pages, and links to Jacksonville area research.
Next, head over to Linkpendium, which has an extensive list of links related to Duval County. Linkpendium is built by the users of the site, much like Cyndi's List Duval section.
Finaly, check out these links for even more info: