The proliferation of mobile phones in developing countries has generated a wave of interest in collecting high-frequency socioeconomic surveys using this technology. This paper considers lessons from one such survey effort in a difficult environment -- the South Sudan Experimental Phone Survey, which gathered data on living conditions, access to services, and citizen attitudes via monthly interviews by phones provided to respondents. Non-response, particularly in later rounds of the survey, was a substantial problem, largely due to erratic functioning of the mobile network. However, selection due to non-response does not appear to have markedly affected survey results. Response rates were much higher for respondents who owned their own phones. Both compensation provided to respondents in the form of airtime and the type of phone (solar-charged or traditional) were varied experimentally. The type of phone was uncorrelated with response rates and, contrary to expectation, attrition was slightly higher for those receiving the higher level of compensation. The South Sudan Experimental Phone Survey experience suggests that mobile phones can be a viable means of data collection for some purposes, that calling people on their own phones is preferred to handing out phones, and that careful attention should be given to the potential for selective non-response.