In this article we describe a semester-long project, based on the popular video game series Guitar Hero, designed to introduce upper-level undergraduate statistics students to statistical research. Some of the goals of this project are to help students develop statistical thinking that allows them to approach and answer open-ended research questions, improve statistical programming skills, and investigate computational statistical methods, such as resampling methods and power simulations. We outline the steps of the project, including developing a method to address the research question ("Are missed notes grouped together in parts of a song?"), statistical programming (implemented in R), collecting data, estimation, and hypothesis testing--including statistical power. The project, as described in this article, was intended as a semester-long project for Mathematical Statistics students, but would work equally well as a capstone project. We discuss modifications to make this project appropriate for different courses, including graduate-level courses. The appendix includes the handouts provided to the students, several songs recorded by our class, some of the methods created by the students, and R code for implementing various aspects of the project. (Contains 2 figures and 1 table.)