Advice for effective analytical reasoning

This thread collects good general advice for analytical work. There will probably be some overlap with our thread Grand truths about human behavior, but the idea here is more toward prescriptive statements about good practices. Such advice should reach beyond the proverbial, and should be referenced, if possible, to those who have in fact performed at a high analytical level.

“Be approximately right rather than exactly wrong.” John W. Tukey

“The first principle is that you must not fool yourself–and you are the easiest person to fool.” Richard Feynman

Ask questions.

Develop and fine-tune a sense of the relevant, both for identifying the key leverage points in any problem and also for examining large amounts of information to find the rare diamonds in the sand.

Nearly all serious analysis requires multivariate-thinking, comparison-thinking, and causal-thinking. Develop such thinking.