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The Scientific Method has served us pretty well for a few hundred years : Observation, Hypothesis, Prediction, Test, Revise and Repeat.
Observation: You observe a natural phenomenon, and you pause to think "Why is it so?"
Hypothesis: You develop a theory that fits the observational evidence, and tries to explain what is seen.
Prediction: This step is critical in distinguishing Science from non-science. A conjecture which makes no testable predictions may be an interesting discussion point, but a hypothesis which makes predictions about as-yet unseen phenomena, and where the predictions are capable of distinguishing the validity of competing theories, is capable of advancing our understanding of the universe.
Test: An experiment is devised to test the prediction of one theory versus the alternatives. An affirmative outcome builds support for the theory over the alternative models. The results are published, and importantly, must be capable of being tested and repeated by others. Experimental outcomes which cannot be repeated by others may suggest the experimental technique was flawed, but successful repetition will build support for the theory such that it becomes integrated into the accepted paradigm.
Revise and Repeat: Whether an experiment to test a prediction is successful or not, it only reveals part of the "whole truth". Theories are continuously modified and developed in the light of an ever growing body of observational and experimental data.
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