Science makes progress in a way that metaphysics seems not to. From Locke, Hume, and Kant through logical positivists and deconstructionists and down to (for example) David Lewis, Amy Thomasson, Mark Balaguer, John Heil and hundreds of others, philosophers have written engagingly about "progress" in philosophy. Some have concluded that it is time to give up even trying to answer metaphysical questions. I will suggest that Balaguer is right to think that it is prudent to rely on only a very "thin" metaphysics for practical purposes; but also that Heil is right in maintaining that giving up on metaphysics is not an option. I will also try to give a more positive spin to the whole business. There is a reason why answers to metaphysical questions cannot be proved correct; and there are also reasons why this is a good thing, and why this provides a reason for doing metaphysics rather than abandoning it.