We turn to the problem of choosing between going “wide” and going “deep”: between seeking a little bit of information on a large number of cases versus studying a smaller number of cases intensively. We outline a simulation-based approach to identify the optimal mix of breadth and depth. Simulations suggest that going deep is especially valuable where confounding is a concern, for queries about causal pathways, and where models embed strong beliefs about causal effects. We also find that there are diminishing marginal returns to each strategy and that depth often provides the greatest gains when we have cross-case evidence on only a modest number of cases.