In this paper, we reflect upon our experiences taking a graduate qualitative methodology course with Dr. William (Billy) Shaffir. We highlight Billy’s approach to ethnographic research and his declaration to “just do it.” Rather than just absorbing theoretical knowledge from the literature, Billy taught us to be wary of the dangers of a prior theorization and how it can distort rather than shed light on empirical investigations. Despite his belief that sociological theory is far too often abstract and removed from real-world contexts, he nevertheless provided us with a latent theoretical commitment to concept formation, modification, and testing in the field that guides our research to this day. We explore Shaffir’s agnostic and at times ironic approach to theory and demonstrate how his specific type of theory-work, derived from Everett Hughes’ and Howard Becker’s interactionist perspective on “people doing things together,” influenced how many of his students study occupations and organizations via sensitizing concepts. Billy managed to get us to think differently about how we theorize in the field and how to cultivate a playful and healthy skeptical attitude towards its application. This type of agnostic-interactionism does not dismiss theory outright, but is always vigilant and mindful of how easy it is for practitioners of theory to slip into obfuscation and reification. We conclude with a Shaffir inspired theory-work that argues for the continuing significance of an agnostic stance towards ethnographic and qualitative inquiry; one that continues to sensitize the researcher to generic social processes through which agency-structure is mediated and accomplished.