This is an account of a longitudinal study of five school leaders in England. It focuses on methodological choices and dilemmas when compiling an evidence base of the leaders' learning. The conceptual framework developed brought two sociocultural models of learning together to examine learning as identity development. Conflating models raised dilemmas because they were underpinned by different methodological approaches: one ethnographical, the other based on interviews. Both approaches were thought valuable. An iterative research design was generated, structured around two phases. The first looked at the life history and the second the life course of the leaders. This account explains the process of designing and using the three main research tools: interviews -- to consider the perceptions of learning of participants; learning opportunity maps -- to represent an individual's range of learning opportunities; and learning logs -- for participants to bring evidence of learning from beyond interview settings into interviews. The impact of ethical appraisal on methodological decisions throughout the study is charted. The account concludes by identifying unresolved puzzles. [This content is provided in the format of an e-book.]