The Rochester Public Library had the 1940 Rochester and Suburban directories digitized before the 1940 census was released. At that time they said that they were working on the directories for the 1930s. They are now online. That means that every Rochester directory from 1827 to 1940 is available online. Start at this web page for a list.
The Suburban directories were first published in 1930. That volume only contained the Towns of Brighton, Gates, Greece and Irondequoit. By the 1938 volume they have also added East Rochester, Fairport, Pittsford and Webster.This web page has those Suburban directories.
I always suggest looking at every volume of the directories for your family. They give the address and list occupations. As the children grow up and start working, you will see them at first living with the parents and then move out on their own. Sometimes they have that a person moved to another place or a death date. But best of all is that you can look at the directories sitting a the computer.