This case study focuses on methodological challenges to conducting an ecologically sound, mixed-methods, longitudinal, nonexperimental study of teaching. Examining rich and complex environments is at the heart of research on teaching and learning. We describe situational obstacles we had to overcome, the search for valid and reliable measurements, and challenges gathering multiple kinds of data (e.g., surveys, interviews, and observations) at multiple points in time. Doing research in classrooms is challenging but rewarding and important; we offer the reader practical advice for conducting such studies. The specific case we cite began with a study of 244 senior preservice teachers’ self-efficacy for inquiry and explored if and how self-efficacy for inquiry enactment differed between elementary and secondary levels. We then convened focus groups to identify what elements from teacher education and field experiences might explain their understanding of inquiry instruction. We followed a sample of six of these teachers through their first year of professional practice as they struggled to implement inquiry in their classrooms. We administered the same survey to assess preservice baseline self-efficacy, and then across the transition from student-teacher to novice teacher. We individually interviewed the six novice teachers at the beginning and at the end of the academic year to examine for changes in participants’ responses regarding their conceptualizations of inquiry and challenges they identified as obstacles to implementing inquiry. We triangulated our data with five observations of each of the six teachers during the year. These multiple data sources divulged patterns among new teachers’ alignment of self-efficacy, conceptualizations, and actual enactment of inquiry.