This chapter analyses some of the theoretical considerations we, the researchers, should consider before embarking on our regulatory research project. Included in such an analytical reflection are fundamental questions. What is your underlying logic of seeing the social world and, thus, what theoretical rationale should you adopt for your research project? What methodology, design or chart will you use to navigate your inquiry? What methods, techniques and procedures should you employ to execute your plan? And, importantly, how do the choices that you make influence your findings? What are the things you will not know because your inquiry is limited due to a biased selection of your theoretical rationale, methodology or methods?