Advanced information visualisation systems offer many different forms of interaction. Nevertheless, we do not know how useful these interactions are. Researchers have suggested to develop a science of interaction. In this paper we discuss which research methods might be appropriate to study interaction with information visualisation systems. We suggest that thinking aloud, log files and eye tracking are promising candidates. These methods enable researchers to study interaction in more detail than other methods. All these methods have strengths and weaknesses. A combination of two or three of these methods might help to overcome the weaknesses.