Interest in focus group discussions has grown recently, and so has the recognition of them as a valuable method for qualitative data collection. Despite increasing popularity, they are not an easy option, and moderators must find appropriate ways to approach participants to achieve good-quality data. A path to reach this aim is the inclusion in the focus group agenda of some "exercises" (or activity-oriented questions) that are enjoyable and productive supplements to questions. Exercises provide a different way of gathering information and are beneficial, for instance, for more reflective participants. They can help focus the group's attention on the core study topic and also make subsequent comparative analysis more straightforward. They can also be helpful with young people and to discuss sensitive topics. The author describes and provides suggestions for use and examples of several exercises, illustrating their application in a research project investigating the cultural meaning of youth suicide in university students in Italy, India, and Australia.