Some authors have argued that there is a professional and even a moral obligation to research on elite lifestyles and power when one actually has the possibility of doing so. In the early 2010s, the context of the global financial crisis only added to this imperative. This impelled us to take what had long been a laughing matter and turn it into a proper research program: a historical and sociological study of "Saint-Tropez", more precisely the Saint-Tropez peninsula. In practical terms, our opportunity to undertake an in-depth study of this area stemmed from a long-standing familiarity with the site, not a mere subjective sense of belonging but an objective relationship, including kinship for one of us. This chapter discusses the advantages as well as the drawbacks of such an ambivalent, insider/outsider position. It then addresses broader methodological challenges and empirical strategies when it comes to studying the "super-rich", particularly concerning direct and participant observation. We further suggest that, as the upper class cannot be studied in isolation, it must also be empirically related to the lower echelons of the social structure.