I always thought of research methods as a series of stages or steps. And while this is true to a large extent, both Luker (2008) and Knight (2002) remind us that there is work that is ongoing during the entire research process.
In Luker's salsa dancing approach, where "you don't really know what [the research] is about until the very end" (p. 130), you have to constantly be asking yourself questions. What is this a case of? What category or categories does your case address? If not, then you will find yourself in a version of what she calls the Damnation of the Ten Thousand Index Cards. Luker really stresses the multiple practices that need to be ongoing to do the kind of research that she advocates. And the repetition of those practices. Luker's process is almost like a circle, as you keep doubling back to go over things again.
For Knight, there are also processes that occur continually. Data analysis begins when you are beginning to think about your research. It doesn't end until you are finished with the whole project. As Erlandson states, quoted in Knight: "The analysis of the data gathered in a naturalistic inquiry begins the first day the researcher arrives at the setting. The collection and analysis of the data obtained go hand-in-hand as theories and themes emerge during the study" (p. 182).
It is evident that there is a constant process of appraisal. Much as Luker's approach where you don't know what you're really looking at until the end, Knight points out that inquiries often change shape when you're in the middle of them. You thought the data would lead a certain way, but it does something else entirely. A major lesson learned from this entire course is that you can't put your research on autopilot at any point. Research is a very active process, even when there doesn't look like much action is taking place (i.e. you're thinking about things).
Knight, P.T. (2002). Small-scale research: Pragmatic inquiry in social science and the caring professions. London: SAGE Publictions.
Luker, K. (2008). Salsa dancing into the social sciences: Research in an age of info-glut. Cambridge, MA: Harvard University Press.