Currently existing data sources for informetric research are far from being perfect. Some of the imperfections are caused by uneven coverage, errors or changes in indexing policies that are often not retroactive or by mistaken or ineffective retrieval strategies employed by the users. Being aware of the limitations of the data sources and a closer inspection of the data we work with can improve the validity and interpretation of our findings. In this paper I discuss current limitations of several data sources, emphasize the ever-changing nature of these sources and recommend trying to understand the specific problems and limitations at the time the study is conducted instead of relying on methods recommended in previous studies.