Perhaps the best review of methodology in economics, Bruce J. Caldwell attempts to review the philosophy of science, review methodology presented by the most well-known economists (e.g. Friedman, Samuelson), and assert his own proposition for economic methodology. The former parts succeed marvelously, but I am skeptical of the methodology that is presented toward the end.

Extended review:
http://genericface.com/blog/2006/04/04/book-review-beyond-positivism/#more-11