A lot of philosophy taught to science students consists of scientific methodology. But many philosophy of science textbooks have a fraught relationship with methodology, presenting it either a system of universal principles or entirely permeated by contingent factors not subject to normative assessment. In this paper, I argue for an alternative, heuristic perspective for teaching methodology: as fallible, purpose- and context-dependent, subject to cost-effectiveness considerations and systematically biased, but nevertheless subject to normative assessment. My pedagogical conclusion from this perspective is that philosophers should aim to teach science students heuristic reasoning: strategies of normative method choice appraisal that are sensitive to purposes, contexts, biases and cost-effectiveness considerations; and that we should do so by teaching them exemplars of such reasoning. I illustrate this proposal at the hand of three such exemplars, showing how they help students to appreciate the heuristic nature of both methods and methodology, and to normatively assess method choice in such circumstances.