Humans are fundamentally social and tend to create emergent organizations when interacting with each other; from dyads to families, small groups, large groups, societies, and civilizations. The study of the neuronal substrate of human social behavior is currently gaining momentum in the young field of social neuroscience. Hyperscanning is a neuroimaging technique by which we can study two or more brains simultaneously while participants interact with each other. The aim of this article is to discuss several factors that we deem important in designing hyperscanning experiments. We first review hyperscanning studies performed by means of electroencephalography (EEG) that have been relying on a continuous interaction paradigm. Then, we provide arguments for favoring ecological paradigms, for studying the emotional component of social interactions and for performing longitudinal studies, the last two aspects being largely neglected so far in the hyperscanning literature despite their paramount importance in social sciences. Based on these premises, we argue that music performance is a suitable experimental setting for hyperscanning and that for such studies EEG is an appropriate choice as neuroimaging modality.