Engaging the customer should be focus for market research

Vision Critical recently wrote a post about customer engagement when it comes to market research. Market researchers are having to find new ways to engage their customers, as the traditional telephone market research techniques are quickly becoming irrelevant. Market research studies have started to change to realize this too. In person observation and interviews are often done in fun environments where consumers are interacting and engaging with the product.
What are you doing to ensure your customer is engaged in your market research collection process?