When conducting research with young children it is important to consider not only the data which have been produced as a result of the research, but also the research process itself. This article presents a parallel analysis of data which has been articulated elsewhere from a three-year study of children's understandings about measurement. This article considers the overarching methodological issues which arose from the study and implications for the ways in which the data should be viewed. Specific points for discussion which emerged during this research are: ethical considerations; notions of shared perspectives, recurring images, and socially-constructed images; the perceived "reality" of the events depicted; differences between children's perspectives and adults' perspectives; the risk of intervention; and the competence of children in the research process.