I trace the development of a new course in modern data analysis involving a wide spectrum of statistical techniques. Because the course is based entirely on case studies, real-data settings, and student projects and is computer-intensive, a series of challenges facing many instructors are addressed. In a single semester, students explore data using tools from EDA, multiple regression, analysis of variance, time series analysis, and categorical data analysis. The focus is on understanding and forecasting in a variety of data settings, learning how to summarize relationships and measure how well these relationships fit data, and how to make meaningful statistical inferences when the usual assumptions do not hold. The course emphasizes what the statistical process is all about: how to conduct studies, what the results mean, and what can be inferred about the whole from pieces of evidence.