The Spartan way of life was partly based around the idea they they were foreign invaders in Greece, and that they were at perpetual war with their slaves, the Helots. If this is true, is there any record of where the Spartans came from originally?
Or would anyone more educated in the subject at least like to suggest their best theory?
The Spartans were a member of the Dorian group of Hellenes. There were four rough divisions originally: Dorian, Ionian, Achaean, and Aeolian. These divisions were by and large linguistic, with minor but mostly mutually-intelligible variations between the groups. There were some minor cultural and material-cultural differences as well. A useful comparison is the modern United States, with its southern dialects and foods, vs the dialects and foods of Minnesota.
The ancient Greeks believed that the Dorians had "invaded" the Peloponnese in the earliest epochs, and had displaced the non-Dorian Greek population there. From what we can gather from modern study, there does seem to have been a fair amount of movement of these Hellenic subdivisions, both during the Bronze Age and after, in the "Dark Ages" of the early Iron Age. The Dorian "homeland" (the place where that particular sub-division of the larger Indo-European Greek branch incubated) seems to have been in mountainous northwestern Greece, but by the historical period, there were Dorians distributed from NW Greece to the Peloponnese to Crete and to some select islands in the Aegean (map). It is not at all clear by what processes this distribution came to be, but it seems clear that the ancient Greeks retained some cultural memory of a time of shifting populations. That being said, there is no evidence that a so-called "Dorian Invasion" contributed to the collapse of the Mycenaean palace hierarchy.
edit: as to the ultimate origin of the Spartans: they came from the same place as all the other Greeks: vaguely from the north and east, into eastern Europe and the steppes, from which place all the Proto-Indo-European migrations originated. The proto-Greeks came down through the Balkans and into Greece and the Aegean beginning at the end of the 3rd millennium BCE. Some scholars believe that the group which would differentiate themselves into the Ionians and Aeolians came first, followed later (about the 11th century) by those who would become Dorians. This would be the "Dorian Invasion" model, which does not have a lot of actual evidence to support it, but is powerful as a hypothesis both in the ancient world and in modern thinking.