This article presents some of the issues I have faced in setting up my own laboratory system for research in cognitive psychology. First, for real-time subject testing systems, criteria for choosing hardware and software are presented along with a brief discussion of benchmarks. Stimulus generation and data analysis choices are also discussed. Second, choices of software for data analysis and data exploration are presented, including graphical presentation, statistics, and modeling tools. Third, some consideration is given to benchmarking workstations to be used in modeling (neural modeling in particular), and benchmarks of some of the fastest single processor systems available are presented. Fourth, two examples of the use of the various theoretical tools are given—one for testing compound cue models of priming, and the other for testing global memory models.