There are hundreds, if not thousands, of market research firms that conduct primary research (e.g., surveys, focus groups, and interviews) on behalf of companies. If you want to conduct your own primary research, here are a few tools:

Basics of Conducting Focus Groups
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Facilitating Focus Groups,
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SurveyMonkey.com
http://www.surveymonkey.com/, allows you to create professional online surveys, collect responses, and analyze results via the web. A basic subscription is free and includes all of the basic features of SurveyMonkey. Basic subscribers are limited to a total of 10 questions and 100 responses per survey. A professional subscription is $19.95/month (or only $200.00/year), and includes an unlimited number of surveys, and up to 1,000 responses per month. The service is straightforward and easy to use. There are numerous competitors for this service (e.g., Zoomerang, Active Web Survey, StatSurvey), and you can link to their websites through SurveyMonkey’s section on pricing.