Your article, "Coming of Age in Second Life" gave me new perspective of second life and in virtual worlds, and spaces in general.
If I understood correctly, which hopefully I did, you believe that virtual worlds should be consider their own worlds with a "particular social, economic, and political context," rather than a derivative of the real world.
Before reading this I thought of virtual worlds as an extension of the real world, but after reading I realized that to many people, more specifically those highly involved in SL, there is nothing fake about their virtual world, to them it is very real, it is how they live their lives.
I think that how you conducted your researched was correct. By fully emerging yourself into SL, firstly as an avatar and secondly by allowing this avatar to communicate with other avatars as real, meaning not asking about their non-virtual lives, I believe, showed respect to those people that actually live their lives in SL.
Over in your research I saw a lot of trial and error. While the research takes place you might reexamine something as being unethical, or just simply not working out. For example you deciding not not let outside viewers look over your shoulder as you interact with the avatars or how you decided to change from a man to a woman because "everyone like a pretty girl," in order to get help from other avatars.
Overall I think that your research highlights one thing that other researchers so or should do in their work and that is clearly defining the process and how it will be done. In "Virtual Worlds for Studying Real Business" Robert Bloomfield clearly defined that he wanted to research Business models in virtual worlds or "serious business games", he further defined: game, virtual world/ space, persistent/bounded virtual world,, connected, independent. these definitions allowed allowed Bloomfield to zoom into what exactly his research would be focused
I now think about SL like this: if people did not think they were living a fulfilling and therefore real life in SL then they would not spend money in it and companies would then not be as interested in in advertising and selling in these virtual worlds as they are currently.