Objective: To provide guidance to criminologists for conducting experiments in light of two common discouraging factors: the belief that they are overly time-consuming and the belief that they can compromise the ethical principles of human subjects’ research. Method: A case study approach is used, based on a large-scale randomized controlled trial experiment in which we exposed participants to a 5-s TASER shock, to describe how the authors overcame ethical, methodological, and logistical difficulties. Results: We derive four pieces of advice from our experiences carrying out this experimental trial: (1) know your limitations, (2) employ pilot testing, (3) remain flexible and patient, and (4) “hold the line” to maintain the integrity of the research and the safety of human subjects. Conclusions: Criminologists have an obligation to provide the best possible evidence regarding the impact and consequences of criminal justice practices and programs. Experiments, considered by many to be the gold standard of empirical research methodologies, should be used whenever possible in order to fulfill this obligation.