It has been attributed to Mark Twain that he once said no one would do anything if they knew what they were in for. Assuming that most people are risk averse, most people will not gladly expose themselves to experiences or conditions that seem unusually difficult or challenging. With this notion in mind, I have led students through an intellectually, emotionally, and sometimes physically challenging course on urban poverty and social policy. After the course, students were grateful for the challenges, though they did not fully understand what they were getting into at the outset. Such challenges often caught the students by surprise, often leading to new perspectives on policy problems and to introspection of personal values and presuppositions, thereby providing substantial rewards for students as well as their instructor.