This article describes the design, implementation, and assessment of four hands-on activities in an introductory college statistics course. In the activities, students investigated the ideas of the central limit theorem, confidence intervals, and hypothesis testing. Five assessments were administered to the students, one at the beginning and end of the course, and three in between the activities. We found that, despite our attempts to engage our students in active reflection, their performance on the assessments generally did not improve. These results raise important issues about the design of pedagogical tools and activities as well as the need to gather data to assess their effectiveness. (Contains 4 endnotes, 3 tables, and 2 figures.)