A large amount of information is required to model the complex trade-off processes between travel activities, non-travel activities and budget assignment at the individual level. This paper describes the development of a new survey design, which incorporates components of travel surveys, time use surveys and consumer expenditure surveys in an integrated format, which is expected to deliver a richer data set allowing deeper insights into individuals’ activity and consumption patterns. The survey procedure and the incentives paid, which were necessary to obtain acceptable response rates, are also described. Results from two pilot studies using a trip-based and an activity-based diary format are presented. The paper examines to which extent the diaries have been capable of collecting the required data with high quality and response rates. The innovative “Mobility–Activity–Expenditure-Diary” is introduced and results of the main survey using this design are presented. Travel behaviour and non-travel activities were reported at high quality. Expenditures would require longer observation periods (and preferably not only telephone but also personal support in the survey process) to reduce unsystematic variations and to better capture individuals’ long term equilibrium.