One strength of using laboratories is that they are highly controlled environments. For example, in Milgram's study into obedience to authority, the behaviour of the experimenter can be controlled, by having them use identical "prods" for each participants, making the study more valid.
However, lab studies have weaknesses, as they are in artificial settings. For example, Milgram's research was conducted at a lab at Yale University, which is an artificially set up situation and not applicable to real life. This may limit the ecological validity of the research.