This paper identifies the need for a deliberate approach to theory building in the context of researching cognitive and learning style differences in human performance. A case for paradigm shift and a focus upon research epistemology is presented, building upon a recent critique of style research. A proposal for creating paradigm shift is made, utilising theories of distributed cognition and the frameworking of a model for pragmatic research methodology. The proposition entails setting up a series of Research Interest Groups (RIGs) to operate within and beyond the European Learning Styles Information Network (ELSIN). The approach is aimed at realising further integration and application of theories of knowledge management, educational and organisational psychology in a pragmatic research methodology for use in style research.