We summarise and reflect upon our experience in evaluating a guided exploratory visualization system. Our system guides users in their exploration of multidimensional datasets to pertinent views of their data, where the notion of pertinence is defined by automatic indicators, such as the amount of visual patterns in the view, and subjective user feedback obtained during their interaction with the tool. To evaluate this type of system, we argue for deploying a collection of validation methods that are: user-centered, observing the utility and effectiveness of the system for the end-user; and algorithm-centered, analysing the computational behaviour of the system. We report on observations and lessons learnt from working with expert users both for the design and the evaluation of our system.