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Another thing you might like to check out is Herb Wilf's very nice article in the Princeton Companion to Mathematics, in which he talks about the interplay between theory and experiment, and the many forms it can take. To give one of his examples (or rather classes of examples), if you generate a sequence of integers, you can plug it into Sloane's database and you may find that it is a known sequence, but generated in a completely different way. In that case, you have an instant interesting conjecture -- that there is a connection. But he discusses several other kinds of example. Another one that deserves to be mentioned is the Bailey-Borwein-Plouffe amazing formula for pi.