The experimental setting of Human Mobile Computer Interaction (HCI) studies is moving from the controlled laboratory to the user's daily-life environments, while employing the users' own smartphones. These studies are challenging for both new and expert researchers in human subject studies in the HCI field. Within the last three years, we conducted three different smartphone based user studies. From these studies, we have derived key challenges that we successfully overcame during their execution. In this paper, we present the outcomes and explain the adopted solutions for the challenges identified in the design, development and execution, and data analysis phases during the user studies. Our goal is to give newcomers and junior researchers a practical view on our conducted studies, and help practitioners to reflect on their own studies and possibly apply the proposed solutions.