Comparative effectiveness research promotes understanding of which interventions work best for patients. When conducted in real-world settings, implementation challenges are inevitable and to overcome requires flexibility and creative solutions. This case study provides an overview of a comparative effectiveness research study conducted to understand the impact of two behavioral health home interventions on outcomes that matter most for individuals with serious mental illness. Provider-Supported and Self-Directed were implemented at 11 community mental health agencies over a 2-year period. Longitudinal self-report data were collected at multiple time points to understand the impact of the interventions on patient activation in their health care and health status. Insurance claims data were used to assess changes in primary and specialty care use. Practical information about the collection of longitudinal data, the use of insurance claims data, and methods to ensure participant and data safety are discussed. In addition, we highlight the importance of obtaining stakeholder buy-in, providing adequate implementation training, and diversifying data collection strategies. We hope that the information provided can be used to support and inform other researchers conducting complex research studies in real-world settings.