Conducting an Internet measurement study in a sound fashion can be much more difficult than it might first appear. We present a number of strategies drawn from experiences for avoiding or overcoming some of the pitfalls. In particular, we discuss dealing with errors and inaccuracies; the importance of associating meta-data with measurements; the technique of calibrating measurements by examining outliers and testing for consistencies; difficulties that arise with large-scale measurements; the utility of developing a discipline for reliably reproducing analysis results; and issues with making datasets publicly available. We conclude with thoughts on the sorts of tools and community practices that can assist researchers with conducting sound measurement studies. Categories and Subject Descriptors: C.2.5 [Local and WideArea Networks]: Internet General Terms: Measurement, Experimentation