Methodology is an important part of traditional Western Philosophy. It enables one to examine, analyze, compare, criticize, justify, verify and integrate various concrete, individual and specific approaches. So far, experts and scholars from diverse fields have explored, created and developed a collection of effective methods. We should grasp and utilize these methods based on a variety of specific and actual circumstances. Most contemporary cultural and social studies follow the positivistic approach. Those typical methods of cross-cultural research and comparative East-West studies have been explored as types of technologies characterized by conceptualization, manipulation, designation, assumption, instrumentation, data-collection and constructional theory. We should emphasize the tendencies and the dynamics of innovation of East-West studies and also pay attention to "meta-methodology" which attempts to examine the various methodologies. It has the following characteristics:firstly, to expose the purpose, task, meaning, structure, function and standard of a methodology; secondly, to reveal the uniqueness, validity, feasibility, operability and success of this methodology as well as to point out its limitations, imperfectness, and so on; and thirdly, to preset, inspect, revise, promote and improve the process of methodological applications. We can also discover the relationships between different methods, methodologies, meta-methodologies, and meta-meta-methodologies. This paper discusses the methodological problems of East-West studies from the following eight aspects:1. Conceptualization and Operation; 2. Emic and Etic Perspectives; 3. Research Designing and Measurement; 4. Analytic Units and Levels; 5. Data Collection and Analysis; 6. Cultural and Objective Sampling; 7. Multiple Crossing and Vertical and Horizontal Coordinates; 8. Case Analyses and Model Innovations.