This chapter argues that researching physical activity now often means researching activity in a world that traverses the online and offline, the digital and material. It explains how technologies that are implicated in physical activity cross over into our research; how can we engage digital and visual technologies that are part of the world of physical activity to serve our research processes, and how can we use these technologies actively as researchers. The chapter then discusses visual, digital and sensory methods with regard to social context, through three examples: digital autoethnography; digital video; data visualization. By measuring, interpreting and correlating data sources, body monitoring devices provide an understanding that goes beyond everyday self-knowledge and add a digital voice to the practice of autoethnography. The chapter also discusses an interview with Pelle who had used digital devices and apps for body monitoring for the past 10–15 years.