Currently, there are more theories of learning in use in mathematics education research than ever before (Lerman & Tsatsaroni, 2004). Although this is a positive sign for the field, it also has brought with it a set of challenges. In this article, I identify some of these challenges and consider how mathematics education researchers might think about, and work with, the multiple theories available. I present alternatives to views of the competition or supersession of theories and indicate the kinds of discussions that will support effective theory use in mathematics education research. I describe the potential for mathematics education researchers to make informed, justified choices of a theory or theories to address particular research agendas. (Contains 10 footnotes.)