In Forbes, Nassim Taleb, author of The Black Swan, made some comments I like:
Things, it turns out, are all too often discovered by accident. . . . Academics are starting to realize that a considerable component of medical discovery comes from the fringes, where people find what they are not exactly looking for. It is not just that hypertension drugs led to Viagra or that angiogenesis drugs led to the treatment of macular degeneration, but that even discoveries we claim come from research are themselves highly accidental. They are the result of undirected tinkering narrated after the fact, when it is dressed up as controlled research. The high rate of failure in scientific research should be sufficient to convince us of the lack of effectiveness in its design. If the success rate of directed research is very low, though, it is true that the more we search, the more likely we are to find things “by accident,” outside the original plan.
If the success rate per test is low, a good research strategy is to start with low-cost tests. Ants do this: They search with low-cost tests (single ants), exploit with high-cost tests (many ants). I don’t think the need to use different tools at different stages in the scientific process is well understood. John Tukey used the terms exploratory data analysis and confirmatory data analysis to make this point about data analysis but distinguishing exploratory and confirmatory experimental design is much less common.