We tested an information foraging framework to characterize the mechanisms that drive active (visual) sampling behavior in decision problems that involve multiple sources of information. Experiments 1 through 3 involved participants making an absolute judgment about the direction of motion of a single random dot motion pattern. In Experiment 4, participants made a relative comparison between 2 motion patterns that could only be sampled sequentially. Our results show that: (a) Information (about noisy motion information) grows to an asymptotic level that depends on the quality of the information source; (b) The limited growth is attributable to unequal weighting of the incoming sensory evidence, with early samples being weighted more heavily; (c) Little information is lost once a new source of information is being sampled; and (d) The point at which the observer switches from 1 source to another is governed by online monitoring of his or her degree of (un)certainty about the sampled source. These findings demonstrate that the sampling strategy in perceptual decision-making is under some direct control by ongoing cognitive processing. More specifically, participants are able to track a measure of (un)certainty and use this information to guide their sampling behavior.