What is an experiment?
Many people seem to misunderstand what an experiment is, which is unfortunate as experimentation is the foundation of the scientific method. The stereotypical experiment involves a lab and test tubes, but experiments certainly aren't limited to the lab.
An experiment involves controlling one 'input' variable, holding all others constant (to the best of your ability) and measuring the effect on an output variable of a change in the control variable. The 'quality' of an experiment depends in part on how well you can control the other variables. By this standard, the lowest quality experiments are the 'natural experiments' frequently used in biology due to restrictions imposed by budget or ethics. For example, you cannot perform an experiment that involves killing people, but you can look for naturally arising situations that are similar except for the 'control' variable and see how it effects survival.
An experiment also has to test an hypothesis, theory or law, otherwise it is pointless. Or to put it more politely, it is merely an observation. You need to make a prediction based on your hypothesis. For the experiment to be valid, your observations need to be likely to be different from your prediction if your hypothesis is wrong. However, if your hypothesis predicts one thing, but can be 'reinterpreted' to accommodate any likely observation, your experiment is worthless.
In the scientific method, an experiment (Latin: ex-+-periri, "of (or from) trying"), is a set of actions and observations, performed in the context of solving a particular problem or question, to support or falsify a hypothesis or research concerning phenomena. The experiment is a cornerstone in the empirical approach to acquiring deeper knowledge about the physical world.
Design of experiments:
The experiments conducted in accord with the scientific method have several features in common. The design of experiments attempts to balance the requirements and limitations of the field of science in which one works so that the experiment can provide the best conclusion about the hypothesis being tested.
In some sciences, such as physics and chemistry, it is relatively easy to meet the requirements that all measurements be made objectively, and that all conditions can be kept controlled across experimental trials. On the other hand, in other cases such as biology, and medicine, it is often hard to ensure that the conditions of an experiment are performed consistently; and in the social sciences, it may even be difficult to determine a method for measuring the outcomes of an experiment in an objective manner.
For this reason, sciences such as physics and several other fields of natural science are sometimes informally referred to as "hard sciences", while social sciences are sometimes informally referred to as "soft sciences"; in an attempt to capture the idea that objective measurements are often far easier in the former, and far more difficult in the latter.
In addition, in the social sciences, the requirement for a "controlled situation" may actually work against the utility of the hypothesis in a more general situation. When the desire is to test a hypothesis that works "in general", an experiment may have a great deal of internal validity, in the sense that it is valid in a highly controlled situation, while at the same time lack external validity when the results of the experiment are applied to a real world situation. One of the reasons why this may happen is the Hawthorne effect; another is that partial equilibrium effects may not persist in general equilibrium.
As a result of these considerations, experimental design in the "hard" sciences tends to focus on the elimination of extraneous effects, while experimental design in the "soft" sciences focuses more on the problems of external validity, often through the use of statistical methods. Occasionally events occur naturally from which scientific evidence can be drawn, which is the basis for natural experiments. In such cases the problem of the scientist is to evaluate the natural "design".