Here is a true story of a ninth-grader.  He was thinking about the
game of Go which is played on a  
  grid and was wondering
how many intersection points there were on the board.  So he wanted to
know what  
  was, but did not have a piece of paper handy.  He
wondered if he could figure out how much needed to be subtracted from
 
  to get  
 .  He mentally envisioned the following table:
 
 
He saw that the square of n+1 was obtained by adding 2n+1 to the
square of n.  Thus  
  so  
 .
Later, when he wrote this down, he recognized that he had simply rediscovered
the formula  
 , which he had seen before.  But now he
began to think of something else:  When going from  
  to  
  the
amount added was 9, which just happened to be a perfect square.  So
 
 , which means that (4,3,5) is a Pythagorean triple.
Might not other Pythagorean triples be found this way?  They can for
integer values of n for which 2n+1 is a perfect square.  Or,
working backwards, start with a perfect square  
 , set it equal to
2n+1, solve for n, and see if n is an integer.  A little
reflection convinced him that this works if and only if m is odd.
In this case,  
  and you have the Pythagorean triple
(m,n,n+1).
This gave him a method of generating some Pythagorean triples:
 
 
He noticed that not all Pythagorean triples were generated this way;
for example, the triple (6,8,10) would be absent.  But he realized
he could make more triples using similar formulas.  For example, he
could start with  
 .  If 4n+4 happened to be a
perfect square  
 , then he could solve for n, getting  
 
and the triple (m,n,n+2).  He realized that n would be an integer
if and only if m were even.  So he generated more triples:
 
 
Finally, he generalized this procedure by using the formula
 
 .  If he started with a perfect square  
 , set
it equal to  
 , and solved for n, he got  
 .
If n turns out to be an integer, the Pythagorean triple
(m,n,n+f) results.  By choosing any number m, running through all
possibilities of f from 1 to m, he realized that all Pythagorean
triples starting with m could be found.
He wrote up this investigation as a science fair project, received the grand prize in his school and an honorable mention in his county.