The authors describe the data collection methods used in a longitudinal study of the coping strategies of 27 households in three villages in the study area of the MRC/ODA Research Program on AIDS in Uganda. The households were selected to represent different types and socioeconomic statuses. After pretesting and piloting, nine local interviewers made regular visits to the study households over a period of slightly longer than one year where they recorded on checklists their observations of participants. Broad indicators of household vulnerability were identified on the basis of study findings and data from the program's general study population survey rounds. The participatory appraisal technique of "well-being ranking" was used at the end of the study to test the viability of the chosen indicators. The authors recommend using this research method which relies upon local people as interviewers as well as co-investigators in the research to guide future research. Participation of the study community at every stage of research, design, monitoring, and evaluation, is strongly encouraged.