The relatively young field of Brain-Computer Interfaces has promoted the use of electrophysiology and neuroimaging in real-time. In the meantime, cognitive neuroscience studies, which make extensive use of functional exploration techniques, have evolved toward model-based experiments and fine hypothesis testing protocols. Although these two developments are mostly unrelated, we argue that, brought together, they may trigger an important shift in the way experimental paradigms are being designed, which should prove fruitful to both endeavors. This change simply consists in using real-time neuroimaging in order to optimize advanced neurocognitive hypothesis testing. We refer to this new approach as the instantiation of an Active SAmpling Protocol (ASAP). As opposed to classical (static) experimental protocols, ASAP implements online model comparison, enabling the optimization of design parameters (e.g., stimuli) during the course of data acquisition. This follows the well-known principle of sequential hypothesis testing. What is radically new, however, is our ability to perform online processing of the huge amount of complex data that brain imaging techniques provide. This is all the more relevant at a time when physiological and psychological processes are beginning to be approached using more realistic, generative models which may be difficult to tease apart empirically. Based upon Bayesian inference, ASAP proposes a generic and principled way to optimize experimental design adaptively. In this perspective paper, we summarize the main steps in ASAP. Using synthetic data we illustrate its superiority in selecting the right perceptual model compared to a classical design. Finally, we briefly discuss its future potential for basic and clinical neuroscience as well as some remaining challenges.