The present report addresses the methodological challenges to collection of data on the situation of parents of adults who become ill and die of HIV/AIDS, describes and evaluates the different strategies adopted in our research on the topic in Thailand, and draws lessons for researchers who might wish to conduct related studies in other settings. The specific challenges we discuss involve the sensitivity of the topic, the extended time frame in which impacts may occur, case definition, obtaining an appropriate sample, the need to develop sensitive instruments, and the protection of confidentiality. We then describe in some detail five data collection strategies we developed during the course of our research in Thailand: interviews with key informants about individual AIDS cases and their families; open-ended interviews with AIDS parents; direct survey interviews with AIDS affected and non-AIDS affected parents; assisted self-administered questionnaires to persons living with HIV/AIDS; and extraction of information from welfare applications related to AIDS. To highlight the relative strengths and weaknesses of these different approaches, we compare them in terms of sample characteristics, selected results, and problems they posed for maintaining confidentiality. We conclude with the major lessons from our experience that we believe can help guide future research on this topic generally.