In this chapter, we first provide an overview on our previous investigations, then the methodologies employed are evaluated. A variety of research methodologies such as questionnaires, open-ended questions, interviews, classroom observation, episode writing, and mind maps have been employed at different stages of our intellectual journey. These methods are effective tools and helped us understand students' and teachers' beliefs and values about mathematics, mathematics learning and teaching. However, one's value is hidden and therefore not apparent. It is a deep-down notion in the sense that it is not easily unfolded. Thus, if we want to have a more holistic understanding on teachers' and students' values (in mathematics), we need a sharper methodology in which the participant is forced to make decision under a dilemmatic situation so that their values can be revealed. After providing examples of such situation that we used, we would argue that the use of hypothetical situations can enhance the investigations of values and related issues. What we used include (a) asking whether one is doing mathematics when provided with some hypothetical situations, (b) what a teacher would respond if his/her students asked whether one is doing mathematics in the given hypothetical situations, (c) how one respond to some famous mathematicians' quotes in which some controversial situations are involved, (d) hypothetical classroom situations and (e) hypothetical lesson planning. We believe that our discussions can enrich the study of values in mathematics education.