Resource selection functions (RSFs) can be used to map suitable habitat of a species based on predicted probability of use. The spatial scale may affect accuracy of such predictions. To provide guidance as to which spatial extent or grain is appropriate and most accurate for animals, we used the concept of hierarchical selection orders to dictate extent and grain. We conducted a meta-analysis from 123 RSF studies of 886 species to identify differences in prediction success that might be expected for five selection orders. Many studies do not constrain spatial extent to the grain of the next broader selection order in the hierarchy, mixing scaling effects. Thus, we also compared accuracy of single- vs. multiple-grain RSFs developed at the unconstrained extent of an entire study area. Results suggested that the geographical range of a species was the easiest to predict of the selection orders. At smaller scales within the geographical range, use of a site was easier to predict when environmental variables were measured at a grain equivalent to the home-range size or a microhabitat feature required for reproduction or resting. Selection of patches within home ranges and locations of populations was often more difficult to predict. Multiple-grain RSFs were more predictive than single-grain RSFs when the entire study area was considered available. Models with variables measured at both small and large (> 100 ha) grains were usually most predictive, even for many species with small home ranges. Multiple-grain models may be particularly important for species with moderate dispersal abilities in habitat fragments surrounded by an unsuitable matrix. We recommend studies should no longer address only one grain to map animal species distributions.