In the previous two chapters, I talked about what is currently known about the everyday activities of young children in societies from the industrialized and majority worlds. In this chapter, before describing a theory that's relevant to the study of everyday lives, I argue for the necessity of theoretically driven research, with links between our basic assumptions about the world (our meta-theory), the theory we use, the methodology employed, and the way we analyze our data (see, for example, Richters, 1997; Tudge & Hogan, 2005; Winegar, 1997). I begin by discussing two of the most important metatheories or paradigms, namely, mechanism and contextualism, as a way of illustrating the differences between a positivist (or neo-positivist) and a nonpositivist position. The two currently most influential contextualist theories are those of Vygotsky and Bronfenbrenner, and I present summaries of their theories. Both theories have weaknesses, from the contextualist perspective, however, and I present cultural–ecological theory as a contextualist theory that builds on Vygotsky's and Bronfenbrenner's theories in a way that I find useful for my research. I end the chapter by talking about some of the implications for using this type of contextualist theory in doing both what is often referred to as cross-cultural research as well as research on within-society heterogeneity.