Research on the digital and online environment poses several ethical questions that are new or, at least, newly pressing, especially in relation to youth. Established ethical practices require that research have integrity, quality, transparency, and impartiality. They also stipulate that risks to the researcher, institution, data, and participants should be anticipated and addressed. But difficulties arise when applying these to an environment in which the online and offline intersect in shifting ways. This paper discusses some real-life "digital dilemmas" to identify the emerging consensus among researchers. We note the 2012 guidelines by the Association of Internet Researchers, which advocates for ethical pluralism, for minimizing harm, and for the responsibility of the researcher where codes are insufficient. As a point of contrast, we evaluate Markham's (2012) radical argument for data fabrication as an ethical practice. In reflecting on how researchers of the digital media practices of youth resolve their dilemmas in practice, we take up Markham's challenge of identifying evolving practice, including researchers' workarounds, but we eschew her solution of fabrication. Instead, we support the emerging consensus that while rich data are increasingly available for collection, they should not always be fully used or even retained in order to protect human subjects in a digital world in which future possible uses of data exceed the control of the researcher who collected them.