This article portrays the methodological journey that I took in my Masters study, `Cinderella Gymnasts Become Queens: Exploring Positive Gymnastics Coaching' (Ruchti, 2001). It includes my experiences in using action research processes, and describes the various data collection methods and data analysis procedures I applied in this study. The data collection methods include a diary, individual and group interviews, questionnaires and an observer. The article emphasises the importance of, and benefits that can be gained from, action research, and describes its steps of implementation, reflection, change and subsequent improvement.