This text is a collection of essays by physicists, philosophers and historians about how physical theories are developed. It includes studies of Newton's methods and of the genesis of the theories of relativity. Also featured are reflective analyses of the alternatives facing contemporary theoretical physicists investigating problems in cosmology and quantum gravity. The book includes critical interactions among the authors. Its ambition is to engage thinkers in the diverse disciplines of science studies in a common quest to delineate the creative thinking responsible for major advances in physical theory. The volume explores the possibility of learning something general about what distinguishes productive from abortive directions of theoretical inquiry, something that both illuminates the nature of scientific thought and enriches the methodological prescriptions that guide research.