Abstract In the article it is tried to obtain some arguments for a special combination of ways to conceptualize and prove sociological theories by discussing some substantial social processes: Methodological Individualism based on cognitive theories of action is to be preferred against structural approaches insofar as structural theories depend on some implicit abridgements concerning the necessary elaboration of these theories regarding their individualistic foundation, which is of no further consequences in the case of segmental differentiation, but leads to more and more inaccurate explanations in the case of functional differentiation of societies. Choosing an approach, which combines Methodological Individualism and cognitive theories of action, it becomes possible to avoid the shortcomings of the critized structural sociology and to adopt an analytic-nomological explanation without accepting the relativism of the interpretative paradigm. Some examples from research on migration, attitudes and behavior, and deviant behavior are discussed; some consequences concerning research techniques in sociology are named.