The U.S. Justice Department's National Institute of Justice (NIJ) created the Law Enforcement Advancing Data and Science Agencies (LEADS Agencies) program in 2016 to encourage law-enforcement agencies to develop and improve their internal capacity to use data, analysis, research, and evidence to improve police effectiveness. The initiative complements NIJ's LEADS Scholars program begun in 2014 to recognize and support mid-career police personnel who have demonstrated an aptitude and appreciation for research. It also complements NIJ's existing support of partnerships between researchers and police organizations. After discussing the role of research in modern policing, this paper defines research as "a process of systematic inquiry, generally aimed at either increasing knowledge (basic research) or solving problems and improving practices (applied research). The paper then discusses the importance of keeping in mind the question a given research project is attempting to answer. This is followed by an overview of the types of agency-based police research conducted in the better known policing studies. The paper concludes with descriptions of various models for conducting agency-based police research, including contract research, the use of a research partner, an embedded researcher, a research unit, and researchers in the ranks.