Social network sites (SNSes) comprise one of the most popular networked applications of late, with hundreds of millions of users. Collecting and analysing data from such systems creates myriad ethical issues and challenges for researchers both in networked systems and other fields, as highlighted by recent media sensitivity about research studies that have used data from Facebook. In our workshop contribution we discuss recent work that we have been carrying out in the area of responsible SNS research, revolving around themes of reproducibility, consent, incentives, and creating ethical workflows.