Attitudinal vs. behavioral
Attitudinal research is great for learning about users' mental models and general opinions. For example, card sorting can help determine the best information architecture for your product; surveys help track important issues; focus groups can provide a top-of-mind view of what people think.
Behavior research helps you understand how people use the product or service. For example, A/B testing lets you see how different designs affect user behavior; eye tracking shows how users interact visually with a design.
Not all methods are purely attitudinal or behavioral. The two most popular UX research methods — usability testing and field studies — use a mixture of self-reported and behavioral data.