A user research method I've used many times, and talked and written about several times too, is the cultural probe (also known as a 'diary study' or simply 'user research diary').
Briefly, the purpose of a cultural probe is to conduct user research from a distance. So rather than having to literally follow the user around for two weeks, they contribute to the probe, either explicitly by writing 'diary' entries, or implicitly by leaving 'digital footprints' of their online activity. One might label the former as a reflective diary probe and the latter as a 'lifestream' log probe. Both types are useful, the lifestream log as evidence akin to analytics of what they actually do, and the reflective diaries in terms of exploring the motivations behind what they think and do.
In years gone by, diary studies have ridden both peaks and troughs in popularity with social and market research practitioners, but these days there are now many ways to conduct a probe online, for little or no cost (aside from recruiting users and compensating them for their time). For example, you can easily setup a blog to act as an online diary—I've done this using Wordpress on a number of occasions—but if you're less technically inclined or want the convenience of using an "off the shelf" tool, then there are things like Tumblr and Posterous.
