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Habitat selection is the disproportionate use of available conditions and resources, and involves responses in space and time to perceived risks and rewards. It frequently depends on the scale of measurement, often in non-linear ways that preclude simple extrapolation across scales. More critically, animals often select different habitat components at different scales, and species vary in their scales of selection. Although multi-scaled research on habitat selection has proliferated, synthesis of this work has been impeded by imprecise terminology and arbitrarily defined analytical scales. Here, we review key concepts and findings and evaluate future prospects opened up in part by new technologies that enable novel and more efficient data collection. Innovative measurement, combined with novel analytical approaches, permits habitat selection to be investigated across a broad continuum of scales. By linking habitat selection to fitness as a function of scale, use-of-habitat assessments can be more effective. The fitness costs and benefits of habitat selection change with scale; the scales of habitat selection may inform us of limiting factors. We outline how reward/risk ratios can be used to assess the fitness implications of habitat selection across scales.