Issue 7 of Anthropology of this Century¹ (May 2013) features an interesting interview with Maurice Bloch, in which he distinguishes sharply

…between what I would call anthropology and what I would call ethnography.  These are two quite different enterprises.

Anthropology is about developing theories concerning the human species…  Ethnography is a different business. It’s about getting to know certain people in certain places, getting to know what makes them tick and their own way of thinking. So these are really very, very different enterprises.
Most people doing a PhD in anthropology do ethnography and then they’re asked to stick in some theory. But the relationship is always very uncomfortable.  It’s in the tradition of anthropology to try to combine these two different enterprises. I think there has been a point in trying to combine them, but it’s always difficult because one is talking in general and scientific terms when doing anthropology and one is doing interpretation when doing ethnography, i.e. trying to situate people in the contexts in which they live, trying to get at what makes them act in the way they do.

These are completely different things.

Something of the sort could be said about archaeology as well:  the fit between theory and the analysis and interpretation of particular material data often seems very uncomfortable.  The reason, I think, is most often that the theories being mobilized have little to do with the data.  It is no doubt true that theories constrain our perception of data, but that does not mean that we cannot select theories in terms of their likely relevance to actual data, rather than struggle to link data to avant-garde theories.  This would make data somehow primary, which would be very passé.

“Theoretical discourse,” so popular in anthropology and archaeology and in the academy generally, is probably very absorbing, and it is certainly well rewarded.  Inverting Bloch’s characterization of Anthropology PhDs, graduate students in archaeology, like many of their mentors, more and more do theory and stick in some data.  Happily, a few archaeologists cling to the view that theory is interesting and useful only insofar as it elucidates some particular part of the past.