The study of the Milky is expected to have a major impact on our understanding of how galaxies form and evolve. "Near-field cosmology" is being vigorously pursued through a series of major surveys of the Galaxy's stellar content (2-MASS, SDSS, RAVE, Hermes, Apogee, Gaia) that are either in hand or pending. It will be argued that what we want to know is deeply buried in these data and can only be extracted by comparing the surveys with a hierarchy of dynamical models of ever increasing complexity. Work currently being done to build such hierarchical models will be described, and some early results from this work will be summarised.