Sounding rocket programs at Boston University provide unique opportunities to train future space scientists and engineers. Besides fitting the typical schedule of a student, they allow a small group of students to be involved in all aspects of a space project from its inception through execution to a conclusion involving scientific discovery. These programs are cradles of innovations where the interdisciplinary nature of space experimentation is nurtured. They typically involve a number of students who gain in-depth experience into well-defined and critical components of a space mission. The sounding rocket experiments offer an opportunity to take more risks in terms of their science return. Some of these risks come in the form of new technology invention and development. Sounding rockets, with their flexible schedule and fewer formal procedural requirements, thus play an important role in maturing technology and developing new capabilities for satellite missions. In this talk we will highlight the unique aspects of several sounding rocket experiments that we have conducted. We will also describe a Student Launch Program experiment where the proposal was developed as a class project in the astronomy department at Boston University and the flight hardware was built through the Senior Design Project class in the College of Engineering. The students involved in this program gained valuable experience with a mini-satellite mission. These sounding rocket experiments and satellite missions have spawned a culture of interdisciplinary space experimentation at Boston University. We believe that these programs are essential for the long-term vitality of the space program and a technology-savvy workforce of the 21st Century.