Users are increasingly accessing content through a complex device eco-system involving both public and private screens. Traditional research into display eco-systems has focused on developing new multi-screen applications and on techniques for understanding how interactions and activities such as shopping flow across screens and devices. There has been relatively little research into the more fundamental question of how users actually engage with multiple screens and in particular how levels of engagement can be systematically monitored. In this paper we describe our early experiences with ENGAGE -- a toolkit designed to help researchers explore user engagement across multiple devices.