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Abstract In our research we have used a variety of daily designs (paper-and-pencil or Internet-based daily diaries, experience sampling via palmtop computers) to examine how individual differences in coping styles, alcohol-outcome expectancies, and drinking motives predict stress-related and negative affect-related alcohol use. Our work has furthered research in this area in two ways. First, we have examined how these risk factors are associated with within-person associations among temporally proximal reports of stressors, negative affect, and alcohol use. Second, we have examined whether purportedly stable individual-difference factors demonstrate meaningful within-person variation and thus also might be conceptualized as important process variables. Our findings from this line of research, along with those from new data that we present, indicate some disparities between the results found at the within-person versus the between-person levels of analysis. More importantly, this line of research offers insights into questions that could not be addressed using traditional cross-sectional or long-term longitudinal designs. Limitations and future directions are discussed.