What's it like to do mathematical research? The "Project Laboratory in Mathematics" course from MIT's OpenCourseWare provides some fine insights into this endeavor. The course was originally developed by Professor Haynes Miller and features information about how to help students "explore puzzling and complex mathematical situations." The site includes selected video lectures from the course, instructor insights, and a selection of projects and examples, such as "The Dynamics of Successive Differences Over Z and R." Also, the site includes information on how to customize this course for a variety of settings, along with examples of classroom activities and helpful resources.