Think Alouds are a one of the best ways to test a prototype when you're dealing with a special population (like children) or when you want to observe user's emotional reactions and hear about their mental models first-hand.
I find Affinity Diagrams a great way of making different types of data bites collected during research to mix and blend on the wall, unveiling new relationships between them and allowing for new insight to emerge.
Flow models are a great way of synthesizing user data form contextual inquiries. These models are specially useful to understand the jobs to be done in a human system, the workflows that come naturally to users, and where in the workflow lay the key pain points.
By consolidating sequence models created from several contextual observations and interviews, it becomes clear which parts of the sequence are shared across users and which ones are outliers or a hint that you've (yay, surprise!) discovered a new scenario to consider.
I use heuristic evaluations of competitors and legacy systems to better understand the expectations and frustrations of current customers.
Flow & Sequence Models
The key to designing solutions to complex problems is to start by mapping and understanding the pieces of the problem.
While Flow Models allow us to understand how information passess hands in a system, sequence models organize thoseinteractions in time.
StoryTelling with User Stories
Sometimes you don't get to do all the research you'd want to. Instead, you get a laundry list of user stories from a client. In those cases I find it very useful to reorganize those stories into a narrative, maybe even draw a storyboard, and quickly validate the sequence with users to identify interaction priorities.
Sometimes you just need to jump online and quickly compare the effects of subtle design variations. Your users may not always consciously pick up the difference but they may react very differently to each version.
UX / IXD
I design system behaviors to support users goals and create all sorts of artifacts to communicate those designs to developers and stakeholders.