This paper examines the role and function of experimentation in mathematics with reference to some historical examples and some of my own, in order to provide a conceptual frame of reference for educational practise. I identify, illustrate, and discuss the following functions: conjecturing, verification, global refutation, heuristic refutation, and understanding. After pointing out some fundamental limitations of experimentation, I argue that in genuine mathematical practise experimentation and more logically rigorous methods complement each other. The challenge for curriculum designers is therefore to develop meaningful activities that not only illustrate the above functions of experimentation but also accurately reflect the complex, interrelated nature of experimentation and deductive reasoning.