Shadow your customers while they use your product or service. Literally. Sit or stand next to them and watch what they do. Periodically ask them, "Why are you doing that?" and "What are you thinking?" Take along a camera and make photos of key activities and the context in which work is accomplished. Ask for copies of important artifacts created or used by your customers while they are doing the work. Bring along other customers and use them as interpreters to explain what a customer is doing, help you ask clarifying questions as to why the customer is doing things this way. During the game, ask your other customers to share whether they do things the same way with the person you're observing, and watch how your customers explore and even debate the various approaches they bring to using your products and services.
Me and My Shadow differs from The Apprentice in that Me and My Shadow focuses on observation and The Apprentice focuses on experience.