Research work that aims at capturing fine-scale patterns of natural or social phenomena requires spatially accurate data and the use of suitable methodological tools. The increasing availability of data gathered at finer spatial scales and the advent of Geographic Information Systems packages along with spatial statistical modeling tools have made possible the investigation of natural and, more recently, social phenomena at fine spatial scales. In the field of politics and international relations, these advances have offered new frameworks to assess research hypotheses and allowed scholars to provide results spatially tailored to the requirements needed to aid policy makers’ decisions on the ground. Yet, the Geographic Information Systems packages and statistical models that handle and analyze spatial datasets—sub-national data often include a very large number of observations—have steadily increased in complexity and their usage has posed new challenges to non-specialists. In this work, we identify and describe five main issues that arose during a research process carried out to better understand the link between ethnicity and terrorism at a fine spatial scale. Our case study is framed within a very specific context and offers one among many alternative approaches to tackle the challenges posed by spatial data. Yet, we identified and provided guidance and recommendations to address key issues that are likely to be encountered in a wide range of research work using spatial data.