The next 3 articles in this issue use multilevel statistical procedures to analyze data collected in daily process studies of (a) stress and coping, (b) binge eating, and (c) chronic pain experience. Important differences in the methods and procedures of these studies illustrate the many options available to investigators and data analysts. This article serves as a preface to help readers who are new to these studies' methodology appreciate their novel contributions to the literature in consulting and clinical psychology. Four frequently asked questions are addressed concerning the design of daily process studies, the distinctive meaning of a within-person finding, the possibility that self-monitoring studies are measurement reactive, and complexities in the use of multilevel statistical procedures for analyzing person-day data sets.