Global harm-reduction strategies aim to prevent or reduce the severity of problems associated with nonmedical use of dependence-causing drugs including alcohol. However, harm reduction strategies have to fit the personal, social, and environmental context of people using drugs to be effective. The best way to develop strategies that fit is to research and understand drug use practices including how, why, and when drugs are used. This chapter discusses a number of ethical and practical factors to consider when planning and conducting research with people who use drugs. Data collection challenges include recruitment of a marginalized and hidden population, gaining consent, ensuring anonymity and responding to harm and distress. Examples are drawn from the author's research on alcohol and other drug use in rural Australian settings including farming and fishing workplaces, on illicit fentanyl use, and with people in treatment.