Computational modeling constitutes a fundamental extension to the psychological scientific toolkit. The present contribution aims to clarify the pros and cons of modeling techniques, using examples from language processing. We present some strategies that may help avoid potential pitfalls of the computational modeling approach. The traditional relationship' between theory and experimentation in psycholinguistic research is also considered as well as some limitations associated with the standard experimental approach. Finally, we insist upon the complementarity between theory, experimentation and modeling.