We attempt to bring some modest unity to three subareas of heavy tail analysis and extreme value theory: limit laws for componentwise maxima of iid random variables; hidden regular variation and asymptotic independence; conditioned limit laws when one component of a random vector is extreme. The common theme is multivariate regular variation on a cone and the three cases cited come from specifying the cones [0,∞]d\{0}; (0,∞]d; and [0,∞]Χ £ (0,∞].