High-impact entrepreneurship research stands or falls with data quality. Yet research design and data collection choices often force researchers into trade-offs among relevance, validity, and replicability. Reliance on existing databases constrains the questions we can study, while primary data collection to address new questions often struggles to deliver high-quality, large, and representative samples. Increasingly, the most tangible contributions come from unique, high-quality data that answer novel, important questions. We present a 5I framework (Invest, Integrate, Innovate, Incentivize, Impact), offering guidance for authors, reviewers, and editors to navigate these trade-offs and build unique datasets that enable relevant, valid, and replicable research.