The aim of this paper is to acquaint pain researchers and practitioners with recent developments in the single-case experimental approach and their potential to allow for tailoring the treatment and its evaluation to the specific complaints, aptitudes, or profile of the individual patient, without violating the canons of good science and practice. After contrasting the single-case experimental approach and the case-study approach, we show the possibilities of customization in design, measurement, and test statistics. This is done by distinguishing 2 types of single-case designs--alternation designs and phase designs--and 2 types of replication strategies--simultaneous replications and sequential replications. In addition, tailor-made randomization tests are proposed for alternation, phase, and simultaneous replication designs and the combining of P values to perform a meta-analysis on designs that are sequentially replicated. With our emphasis on: 1) randomization in the design; 2) the possibilities for a statistical test (together with the determination of power and the calculation of effect sizes); 3) the importance of reliable and valid measurement; and 4) the role of replication, we demonstrate how internal validity, statistical-conclusion validity, construct validity, and external validity concerns can be dealt with within a single-case experimental approach framework. Finally, the many research examples and references to clinical work illustrate the usefulness of the approach.