Amid the debate over whether scholars should conduct interesting or important research, we contend that entrepreneurship scholars can achieve both ends by acknowledging the foundational role context plays in our discipline and designing our empirical research in ways that enable us to explore and exploit the heterogeneity of our samples. In turn, we provide a non-exhaustive list of analytical approaches and empirical methods that can enable scholars to look past sample-wide averages and, instead, explore the nuances that exist beneath the surface of those findings. By contextualizing empirical research in these ways, scholars can move beyond these averages in order to better understand not only whether a given result is “true,” but more importantly where, when, and for whom it is or is not true, thereby increasing the inferential value of our findings.