Rob Carroll has come down from the lush green hills of Ireland with his Ten Commandments for performance analysis in sports, and you can read them at his Video Analyst site.  I agree with just about all of them, especially #4 and #5.  You can measure a lot in sport, but there are some things that are "unobservable" to use a mathematical term, and anything measured will have an error bound associated with it.  Read the whole thing.