The primary purpose of this chapter is to provide readers with a sufficient understanding of methodological issues to enable them to consider critically the numerous experimental results presented elsewhere in the volume, particularly given the potential conflicts between controlled laboratory studies and real-world observations. The chapter commences with a review of the many reasons why data might be collected in the study of programming, before looking at the choice of programming tasks for investigation. This is followed by an introduction to the key concepts of experimental design - statistical significance, effect size, sample size and power - since understanding the distinctions between these is critical in applied research, even when behaviour is being observed in real-world contexts. Methods for observing programming behaviour in situ are presented next, followed by a brief discussion of some special issues which arise when we try to generalize from applied research. The Chapter concludes with some example case studies which are intended to emphasize the complementary nature of controlled methods versus observation and artificiality versus the real world.