The self practice in a modern society—that is, how to fulfill “self”, “personality” or “individuality”—not only has to face the oppression and control of the outside, objective world, but also has to face subjective, spiritual emptiness and lacking support after the death of religion. This is a common dilemma that both Simmel and Weber faced. The difference between Simmel and Weber lies in that Simmel, via his life philosophy, lodged the values that led individuals in modern society to holding their self practice and fulfillment of their unique characteristics in their innovative and living lives of essence. In contrast, Weber hoped, in a sense, to revive puritans’ conception of “vocation” so as to lead individuals to dedicate themselves to a particular undertaking to fulfill their “personality”.