Materials science research can be both very demanding and extremely rewarding. In this Commentary, in my own research of new electronic and magnetic materials, I give numerous exemplars of the path followed to materials discovery. I also highlight the parallels between my research experiences with the pastime of running. I hope that my thoughts will help guide junior researchers along the often tortuous and exciting path to new materials and that I can teach them to be open minded and persistent about following new lines of discovery. “No-pain, no-gain” applies to many things in life, running and scientific research being just two examples, but I hope in the case of scientific research that I can convince you the gain normally outweighs the pain.