This slide shows a particularly good representation of what is commonly called the scientific method. The fact that the process is circular, has neither beginning nor end, is perhaps the most important aspect of the diagram. One must observe nature, look for patterns, bring them together into a conjectured unified and simple framework which can be used to devise experiments and further observe nature.
Physical theories can be incorrect.
My experimentalist colleagues may tell you that the real beauty of Physics is in this lower left hand side of the diagram. However, this talk will be given from the very biased point of view of a theorist. This represents the process of finding connections between and thereby synthesizing diverse and sometimes apparently contradictory phenomena into a simple and elegant framework. Instead of a paint brush, or a chisel, the tool that theoretical Physicists use is mathematics. Nonetheless, the ability to use the math does open up new levels of appreciation and understanding in much the same way that learning to play Beethoven's sonata might.