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How does one get access to data when operating through ethnographic immersion in a neighbourhood for months ? This paper builds upon an analysis of the transformation of political identities in former segregated neighbourhoods of Cape Town, South Africa, to uncover the constant, and yet untold, adjustments in theory and methodology of any research project on the ground. Between the participation imperative dictated from the top and the inherited political culture of self-organisation from below, the South African case-study reveals how ambiguous city-dwellers' aspirations are and challenges normative understandings of democracy. Reading the production of scientific knowledge goes beyond the particularities of post-apartheid South Africa and questions the ethics and politics of fieldwork in general. The researcher is an acting member of the micro-local geopolitics he or she is investigating. Instead of seeking vain provisions against it, this paper calls for a full recognition of the intimate relationships in the field as part of the scientific project itself. The principle of collective improvisation used in free jazz is a metaphor for anontology of performing reciprocal relationships. Improvisation skills become a tool for listening to the Other, and an incentive towards an aesthetics and a poetics of conscious research, following Michel de Certeau's 'arts de faire' philosophy on the actual practices of everyday life.