A major stress point for media researchers today is the inadequacy of established approaches in generating insights for the planning and buying of new and emerging ad media. On one hand we are constantly pushed towards sample-based, quantitative methods for they are often deemed as more rigorous. However, they often fall short in providing rich context that explains motives and attitudes driving new media use: particularly when such use must be related to the interactions with a product. On the other hand we are pulled towards innovative methods to work through challenges such as the low penetration or awareness of emerging channels and declining response rates. Such is the world of increasingly fragmented media markets. This paper is a discussion of what we have found to be more productive research methods for uncovering the impact of new media on brand awareness, consideration, and purchase as well as consumers' reliance on new digital platforms. It is our view of the strengths and weaknesses of the different options Microsoft Advertising have used of late. We share information on what our major research agency partners are doing to inject innovation into their practice. As conclusion we make specific recommendations on how researchers can be progressive.