Some animals are opportunistic and respond to environmental change with flexible behaviour, while others are conservative and do not easily adapt to change. One way to operationalize this continuum is to quantify the number of novel foods and feeding techniques that animals use, corrected for all possible sources of bias. An integrative approach to this has several levels. First, it examines the phylogenetic distribution of the trait in as wide an array of animals as possible to assess the relative roles of common ancestry and independent convergent evolution. Second, it looks for all possible behavioral, ecological and life history correlates of this distribution to identify selective contexts, trade-offs and syndromes. Third, it identifies the neural mechanisms of innovation and its cognitive correlates at the level of brain area expansion, neuron numbers and neurotransmitter expression. Finally, ecologically relevant experimental proxies are validated to examine in the wild fitness differentials associated with innovative behavior.