Great quote from an interview with Daniel Kahneman, talking about research:
“My main advice would be to look at the natural traps that await anybody who does research. One of the real traps is to get trapped by a research program that is fundamentally uninteresting, and also, the reluctance to cut your losses so that when you’ve done something that is not very interesting, wasting time trying to publish it is almost always a big mistake, at least in my judgment. Look for things that are worth doing and discard things that don’t work, and know that if you’re reasonably good at what you’re doing, and otherwise you shouldn’t be in that profession, but if you’re reasonably good at it, then ideas are a dime a dozen. You’ll get lots of ideas. You need some ideas that work and that keep you excited and that you can do something with. And so, not getting stuck on an idea that doesn’t work, but looking for other ideas — that would be my general advice. That certainly has been how I’ve operated.”
Source: http://infoproc.blogspot.com/2009/09/origins-of-behavioral-economics-tversky.html