The concept of lifestyle bears great potential for research in medical sociology. Yet, weaknesses in current methods have restrained lifestyle research from realizing its full potentials. The present focus is on the links between theoretical conceptions and their empirical application. The paper divides into two parts. The first part provides a discussion of basic theoretical and methodological issues. In particular selected lines of thought from Max Weber are presented and their usefulness in providing a theoretical frame of reference for health lifestyle research is outlined. Next, a theory guided definition of the subject matter is introduced and basic problems in empirical applications of theoretical lifestyle concepts are discussed. In its second part the paper presents findings from comparative lifestyle analyses. Data from the U.S. and West Germany are utilized to explore issues of measurement equivalence and theoretical validity. Factor analyses indicate high conceptual equivalence for new measures of health lifestyle dimensions in both the U.S. and West Germany. Divisive cluster analyses detect three distinct lifestyle groups in both nations. Implications for future lifestyle research are discussed.