Described and illustrated herein is an exemplary lancing device. The exemplary lancing device comprises: a first housing having spaced apart proximal and distal ends disposed along a longitudinal axis; a chassis disposed in the first housing in a fixed relationship with the first housing; a movable member disposed in the chassis and configured for movement along the longitudinal axis and in the first housing; a lancet coupled to the movable member; and a lancet depth adjustment member retained by both the first and chassis so that the lancet depth adjustment member is rotatable relative to both housings to provide for a plurality of stop surfaces to the movable member. Other embodiments and methods are also described.