The article aims at conceptualizing methodological pluralism, at different levels. The social sciences have been racked by arguments about ontology, epistemology, approaches, methods and methodology. There is a tendency to reduce these to a dualist division between two schools. This is misleading, since there are numerous cross-cutting cleavages and there is no necessary correspondence between choices at each of the five levels. Instead of seeking a unified field theory, social scientists should see methodological pluralism as a positive and permanent feature. Pluralism exists at the level of the system, where the existence of different approaches sustains debate and innovation. It can also be a feature of individual research projects, where researchers can use different approaches to answer different questions, can move across levels of analysis, and can triangulate methods in search of better understanding of complex phenomena.