This case presents an overview of the challenges and issues I experienced when conducting a quantitative research program using survey-based methods to explore stress, coping, and burnout in Australian entrepreneurs. I focus on discussing data collection modes, namely, how I recruited participants through convenience and purposeful sampling (i.e., non-contracted data) as well as outsourcing participant recruitment to a panel management service (i.e., contracted data). Issues arose after statistical analysis showed that non-contracted and contracted data differed significantly, and as such could not be considered a single sample. The implication of this was that data from multiple sampling modes could not be aggregated for the main analysis. An a priori power analysis indicated that the number of participants in the non-contracted sampling group was not sufficient to obtain a desired level of statistical power to detect significant interaction effects in later analysis and these cases were subsequently abandoned—representing wasted efforts for myself and participants. In this case, I reflect on the research design, data collection, and analysis process and highlight several complexities associated with collecting data from entrepreneurs.