We present a general approach in which theory and experiments are combined in an iterative manner to provide a detailed description of the transition state ensemble (TSE) for folding. The method is illustrated by applying it to TNfn3, a fibronectin type III domain protein. In the first iteration, a coarse-grained determination of the TSE is carried out by using a limited set of experimental phi values as constraints in a molecular dynamics sampling simulation. The resulting model of the TSE is used to determine the additional residues whose phi value measurement would provide the most information for refining the TSE. Successive iterations with an increasing number of phi value measurements are carried out until no further changes in the properties of the TSE are detected or there are no additional residues whose phi values can be measured. In the study of TNfn3 three iterations were necessary to achieve self-consistency. A retrospective application of the method can be used to determine the accuracy of the TSE results and to find "key residues" for folding, i.e., those that are most important for the formation of the TSE. The approach reported here is an efficient method for finding the structures that make up the TSEs for protein folding. Its use will improve future efforts for their experimental determination and refinement.