Research: To implement a method/tool/technique to find the answer to a question.  Encompasses a variety of different research methods.  Generally used to answer a question or build knowledge.

Paradigm: Can be unique to individuals and is influenced on how we see the world.  A set of ideas or standards that may influence the structure of your research.  These standards/views will influence not only the research methods but also the research question, the how data is collected and how the data will be analysed.

Methodology: How data and what type of data will be collected (either quantitative or qualitative data). How data could be collected could include surveys, case study, sampling etc, and will depend on the type of paradigm of the researcher.