Phenotypic differences can exist between species, between local populations of the same species and between individuals within single local populations. At all scales, phenotypic differences can be either adaptive or non–adaptive. Using natural selection to explain differences between closely related species was controversial during the 1940s but had become common by the 1960s. Similarly, the adaptive nature of differences between local populations was initially controversial but had become widely accepted by the 1980s. The interpretation of differences at the finest scale—between individuals within single populations—is still unresolved. This paper reviews studies of adaptive individual differences in resource use and response to risk. A general conceptual framework for thinking about adaptive individual differences within populations can unite subjects as seemingly different as speciation and personality psychology.