Parties, party systems, context and democracy are all dynamic phenomena. This is why, in research into their mutual relationships, it is important to create a methodology that includes the relevant variables, their indicators and the time factor. This chapter contains an overview in several sections of how to trace changes in democracy, context, parties and party systems. Case studies, which offer an opportunity for a longitudinal study of these changes in a stable institutional setting, may be valuable contributions to theoretical developments in the understanding of the relationships between parties and democracy. Slovenia is such a case and is also theoretically interesting as the trajectory of democracy in Slovenia is different from that in the rest of the post-socialist region.