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Conducting user-centered design is a primary challenge in ubiquitous computing. Two kinds of prototyping techniques can be particularly effective for developing mobile and ubiquitous computing applications: compound prototypes and situated experience prototypes. Compound prototypes combine the final product's user interface (UI) with a computational implementation that runs on a separate system without the resource constraints of the target device. This model lets researchers and designers evaluate a new application's physicality and aesthetics as well as its functionality. Situated experience prototypes, or paratypes, include experimental protocols that attempt to reproduce user interaction with the system in real situations, and can optionally use common prototyping instruments such as paper mock-ups or physical props. Using our Personal Audio Loop (PAL) project as a case study, we discuss how you can fruitfully employ compound prototypes and paratypes when designing and developing mobile and ubiquitous computing applications.