Several physicists, including Steven Weinberg, have recently suggested that the inescapable logic of discovery forces us to build mega-experiments at high energies (e.g. Large Hadron Collider at CERN) if we wish to tackle the fundamental levels of the physical world (e.g. recently discovered Higgs boson). Yet the nature of theoretical and physical constraints in high energy physics, and technological obstacles stemming from them, turn out to be surprisingly open-ended. Thus, an appeal to the logic of scientific discovery in this case is in danger of being circular and self-serving. I discuss various reasons behind the decisions to build the mega-labs, as well as the possibilities and limits of desirable epistemic and technological diversification of experimentation in High Energy Physics.