[bkanber]

Every problem is different, so the only advice I can give is: research research research! Do the hard work up-front; figure out how to describe your problem in a mathematical sense, and identify the right tools to use for the shape of your input, output and problem dimensions. What's the distribution of each dimension. Are the relationships linear, nonlinear, clustered, dispersed, logarithmic, etc. Once you know those things, you're able to narrow in on the right tools and analyses to use.