We applied a classroom research model to investigate student understanding of sampling distributions of sample means and the Central Limit Theorem in post-calculus introductory probability and statistics courses. Using a quantitative assessment tool developed by previous researchers and a qualitative assessment tool developed by the authors, we embarked on data exploration of our students' responses on these assessments. We observed various trends regarding their understanding of the concepts including results that were consistent with research completed previously (by other authors) for algebra-based introductory level statistics students. We also used the information obtained from our data exploration and our experiences in the classroom to examine and conjecture about possible reasons for our results. (Contains 4 figures and 15 tables.)