An exercise in ethnography, conducting a Shop Along gives you the chance to observe your user in their natural environment. It's called a Shop Along because often that means accompanying a user on a purchase experience. It could also mean observing a registration process, meal experience or other user touch-point that is relevant to the problem that you're trying to solve. So find a user, get outside of the building and join them as they experience the problem. Don't forget to take notes but try not to intrude. If you're curious about how they are feeling or what they are thinking ask them an open ended question or encourage them to think out loud as the process unfolds.
WHEN: Early in Problem Validation as you explore the specific points at which your user is experiencing aspects of the problem you're looking to solve.
WHY: Experiencing your problem as the users encounter and resolve it is the most informative research you can do to understand the pain points. It should also highlight the most valuable areas to target when shaping your solution.
SUPPLIES & RESOURCES: You and your user, the real world setting and a note book or other means of recording observations throughout the experience.