We provide an overview of the different data-collection approaches that are commonly used in carrying out clinical, public health, and translational research. We discuss several of the factors that researchers need to consider in using data collected in questionnaire surveys, from proxy informants, through the review of medical records, and in the collection of biologic samples. We hope that the points raised in this overview will lead to the collection of rich and high-quality data in observational studies and randomized controlled trials.