During a swimming career that spanned 15 years, I watched numerous swimmers with headphones on prior to a race, many imitating their idol Michael Phelps. I became one of these swimmers, but as I grew older I began to realize that listening to music prior to a race did not help me, and so I became curious: Was music really beneficial prior to sports performance, and if it was, what was I doing wrong? I pursued graduate studies to consider these questions; I really wanted answers! My journey toward answering the question “how effective is self-selected music as a psychobiosocial state regulation tool?” is showcased in this case study. The process of using a mixed-methods study to answer a multifaceted problem is examined. In addition, practical recommendations are provided for those looking to conduct multiphase intervention studies.