EXPERIMENTAL PSYCHOLOGY takes an example-based approach to the fundamentals of research methodology. Organized by topic -- such as research in human factors, learning, thinking, and problem solving -- the text helps you connect the concepts of sound methodology with their practical applications. Because the authors use dozens of carefully-selected, real-world examples, you can see for yourself the issues and problems that can occur in conducting research. More importantly, you can develop a sense of how to anticipate and adjust for problems in your own research.
I used a couple of editions of this book to teach experimental psychology over the years and I found it very helpful and informative. Of course a lot of students didn't like it that much but I think it's because of the subject matter being tough rather than the book, which seems very clear and approachable to me.