Usability Testing
Watching real people try to complete tasks on your site or prototype, so you can see what actually happens rather than what people say happens.
Usability testing is a specific kind of user research. You give someone a realistic task, then observe how they interact with the web interface. The value is in the unfiltered behavior, rather than asking for opinions. Usability testing does not need a lab or a big budget — a handful of people and a quiet room will surface most of the serious problems.