Experimental economics is a rapidly growing field of inquiry, and there currently exist several textbooks and surveys describing the results of laboratory experiments in economics. This primer, however, is the first hands-on guide to the physical aspects of actually conducting experiments in economics. It tells researchers, teachers and students in economics how to deal with human subjects, how to design meaningful laboratory environments, how to design experiments, how to conduct the experiments, and how to analyze and report the data. It also deals with methodological issues. It can be used to structure an undergraduate or graduate course in experimental economics.