We all know that experiments are extraordinarily useful and often necessary to generate robust claims about ecology and evolution, but knowledge of an organism's natural history allows us to place our results into context and to understand why various factors are important in shaping an animal's behavior, physiology, etc. must be the foundation upon which we build our arguments -- which can then be tested in controlled settings. Rand's paper highlights the value of natural history beautifully.
Check it out: Rand, A.S. 1967. Ecology and in the iguanid lizard Anolis lineatopus. Proceedings of the U.S. National Museum 122: 1-79.