This paper discusses practice-based research in the context of live performance with interactive systems. We focus on two approaches, both of which are concerned with documenting, examining and reflecting on the real-world behaviours and experiences of people and artefacts involved in the creation of new works. The first approach is primarily based on reflections by an individual performer/developer (auto-ethnography) and the second on interviews and observations. The rationales for both approaches are presented along with findings from research which applied them in order to illustrate and explore the characteristics of both. Challenges, including the difficulty of balancing rigour and relevance and the risks of negatively impacting on creative practices are articulated, as are the potential benefits.