Rose-Hulman's summer REU program in mathematics has served over 150 undergraduates in the past 21 years. This REU has introduced students to problems in group theory, "cwatsets", hyperbolic geometry, number theory, inverse problems, and geometric analysis, and made contributions to each of these areas. The program has evolved from a single faculty member to one involving enthusiastic mentors who rotate in and out of the program year-to-year. The result is a wider range of problems for undergraduates to investigate. The REU has also gained strong support from the mathematics department as a whole and the Rose-Hulman community.<br/><br/>Though the mathematical topics we investigate are diverse, we have developed a coherent approach to the research: we initially make use of computational tools to help students understand the problems at hand, by working out specific cases and examples. They can then begin making general conjectures, designing algorithms, and follow up with large scale computational and/or statistical investigations (as appropriate) and eventually rigorous analysis and proofs. The problems we pose can be attacked by students with a fairly modest mathematical background. However, the problems are drawn from active areas of mathematics, and can quickly lead to the frontiers of current research, depending on the student's abilities and drive. Our REU develops the students as "complete" mathematicians, capable of independent thinking, making and proving conjectures, and communicating their results. In the process, we hope to give them a basis for future career decisions. Thus, in the selection process we are especially interested in students who, beyond having adequate preparation, express interest in a career involving research, but who may not otherwise have a chance at an undergraduate research opportunity.