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In this article, the authors examine iterative design methods for experimental game prototype development. They recognize the area of game design as a wicked problem space, that is, an area where attempts at producing solutions change the understanding of the problems. They argue that it is vital in game-design research to build and test designs in order to explore how certain game mechanics can result in different play dynamics and play experiences. Depending on the scope of research questions and available resources, it is important to carefully plan the design process of prototypes, their development, and the testing of them. It is also important to consider what types of data to obtain, and how to treat the data, in order to acquire materials for analysis that can support the exploration of the research questions of a study. The purpose of this article is to provide a navigation aid through this process. Various methods of prototyping and types of prototypes are described, along with considerations regarding the type of game that is developed. Then, various types of play tests are presented along with recommendations, depending on timing within the production cycle and availability of test-players. Also, an overview of potential methods of obtaining data from play tests is provided.