In the first part, research on individual differences is reviewed with respect to data sources and principal research paradigms (cross-sectional paradigm; criterion-referenced paradigm; nature-nurture paradigm; longitudinal paradigm studying personality as a process; trans-occasion paradigm for the study of consistency). Past consistency research is shown to be widely questionnaire-based and often to employ unrepresentative quasi-orthogonal person-situation designs of data collection. In the second part, a novel computer-based methodology of ambulatory (in-field) assessment of behavior, performance testing, and monitoring of setting characteristics is introduced, which has been developed at the author's laboratory to study consistency under everyday-life conditions and situational variations. Evidence is reviewed on within-occasion and cross-occasion reliability of ambulatory assessments and on consistency across time, settings, and situations. On the basis of these results, a coherence research paradigm of personality study is developed and illustrated from research on mood-alertness coherence. In the concluding section, the nature and utility of trait concepts is discussed for studying individual differences.