Description: Walford (2002) reminds his readers that many classic ethographies resulted from doctoral study and argues that PhD students are well placed to conduct such work. This paper reports on the use of ethnographic methods in three quite dissimilar doctoral research studies, each informed by a different theoretical perspective, yet sharing their fundamental methodological approaches. The first author, Elena Zezlina-Phillips, conducted an ethnographic study of a group of young unaccompanied refugees from Kosovo to explore how they construct their 'identity in exile'. The second author, Paulette Luff, used socio-cultural theories as tools in her exploration of newly qualified child care and education workers' understandings and uses of observations of children. Whilst the third author, Daniela Angela Mangione, focused on the role of drama techniques and processes to foster adult learning as transformation.In this paper, the authors wish to examine their ethnographic practices and to discuss how their roles as ethnographers changed during the studies through the interaction with the participants. The authors will discuss the notions of emic and etic analysis (Fielding and Fielding, 1986), reflexivity (Hammersley & Atkinson, 1995) and transformative learning. Methodology: Elena attended the weekly meetings of a youth club dedicated to refugees over a period of nearly two school years. She then conducted online conversations with some of the participants and a group of their contemporaries who remained in Kosovo. Paulette regularly spent time as a participant observer, in three different UK early years settings, throughout one academic year. Daniela took part in drama classes for adult, non-professional actors, in Italy and England, learning about methods through personal experience and in dialogue with other course members. Conclusions: Elena explored the similarities between the experience of the ethnographer and that of the "stranger" (Schutz, 1964) and developed the ideas of marginality, as outlined by Hammersley and Atkinson (1995). For Paulette, attempting to observe practitioners at work, within the busy and noisy world of the nursery, provided both an awareness of the challenges which child care workers face when observing children and a clearer understanding of the role of the observer. Daniela discovered the ways in which participation in drama courses can provide adults with the means to cope in a world characterised by change, uncertainty and complexity. What all three students share is a conviction that the rich data they gained from "lived experience" (Denzin, 1994) could not have been derived through other research methods. In all three cases, the very activity of doing ethnography illuminated, and in turn was illuminated by, such diverse experiences as those of the exiled, the observer and the actor.