Knowledge of risk and protective factors for adolescent tobacco use will lead to the development of improved intervention strategies to reduce/prevent tobacco use. Theory and empirical findings demonstrate the multivariate complexity of the etiology of tobacco use. Sociocultural, social/interpersonal, and intrapersonal factors act through mediated chains of ultimate, distal, and proximal influences. Some influences moderate the effects of others. Once tobacco is used, feedback mechanisms modify prior causes that in turn alter subsequent tobacco use behavior. Most theories and cross-sectional, prospective, and causal process studies have contained major limitations: (a) most addressed only small portions of the total picture; (b) most mediational studies did not test for interactions and most moderation studies are based on limited theory (if any); and (c) most theories do not discuss how the causal processes might be different for males and females or for different ethnic groups (special cases of moderation). Furthermore, few studies focused on more distal or ultimate influences or examined multi-stream patterns, and few theories or causal process studies have specified or tested feedback loops. Determining psychosocial risk factors and how they influence tobacco use faces several major challenges, including discovering complex mediating processes, moderating variables, and overcoming limitations of surveys and theory. We offer six recommendations to advance transdisciplinary tobacco-prevention research: (a) base future studies on strong theory and aim to test one or more theories or theoretically derived hypotheses; (b) collect four or more waves of data and adopt dynamic strategies of prediction and analysis, including interactions, indirect effects, feedback loops, and transitions from one level of tobacco use to another; (c) provide evidence of generalizability to sub-populations within the study sample, such as by gender, ethnic group, and socioeconomic status; (d) use high-quality measures and multiple methodologies, including non-panel longitudinal studies, intensive interview, ethnography, experimental intervention, and small exploratory studies as well as further prospective studies; (e) include variables from multiple streams of influence to investigate interrelationships among cultural, social, and intrapersonal factors; and (f) collect data from multiple nested units (e.g., children within families, within schools, within neighborhoods) and employ multi-level analysis methods to investigate interrelationships among ultimate, distal, and proximal variables.