Sometimes dismissed as a fishing expedition, Exploratory Data Analysis or Data-Driven Approaches can a valuable source of information for gaining new insights to brain function and for generating ideas for new experiments and testable hypothesis. In many occasions, exploration of MEG data without an initial bias towards pre-meditated hypothesis has given raise to new findings, which have been later confirmed with additional experiments or even invasive studies in animal models. These examples illustrate that more standard hypothesis-driven research methods will in many cases benefit from exploratory analyses and both methods are thus needed to propel our brain studies into new territories.