Ryan Singer - Ask 37signals: What about research, interviews, and documentation?:

"It’s like a conversation. You don’t sit down at the cafe, listen to your friend for two hours straight, and then talk for two hours straight. You take turns, constantly going back and forth, and the discussion finds its way.

Of course, you might wonder how to start. We build products we need ourselves, so our initial research is made of our own wishes, itches, and frustrations. When it comes to client work, my best advise is to become friends. Spend time together and discuss what they do until you can see through their eyes a bit."