This paper has essentially a methodological purpose. In a first section, we shortly explain why demographers have been relatively reluctant to implement the life course paradigm and methods, while the quantitative focus and the concepts of demographic analysis a priori favored such implementation. A real intellectual crisis has been needed before demographers integrated the necessity to face up the challenge of shifting "from structure to process, from macro to micro, from analysis to synthesis, from certainty to uncertainty" (Willekens, 1999, p. 26). This retrospective look also shows impressive progresses to promote a real interdisciplinarity in population studies, knotting the ties between demography and the social sciences. However, we also note that the success of multivariate causal analyses has been so rapid that some pitfalls are not always avoided. In Section 2, we focus on statistical methods for studying transitions. First, readers mind is refreshed about regression like models, and then we consider the issue of population heterogeneity. We show how it could affect results interpretation, and illustrate the interest of robust estimates and of the notion of shared frailty to deal with it. We also present Markovian modeling. Though less popular than regression event history models, Markovian models are specifically well suited for studying successive transitions between states observed at periodic time. In Sections 3, we promote some tools from the developing field of data mining, with special attention on the mining of frequent sequences and induction trees. These highly flexible heuristic tools can, among others, handle trajectories. Hence, they may prove very useful to face the deficit of knowledge on trajectories we observe between standard demographic analysis and causal research.