| Weber's approach to sociology was radical because unlike Emile Durkheim he did not try to restrain it to the usual framework of positivism so prevalent in the social sciences then. Some have used Freud and Jung to compare the two but I think that's a bit of a fallacy.
Weber thought the idea of universal laws (natural science essentially) in social sciences was a dead end. He wanted to establish. He sought a more interpretive approach to studying society.
Also worth noting is his writing on the subject of rationalization and bureaucracy. Max Weber thought of bureaucracy as the most efficient way to hierarchically arrange complex organizations but at a great cost to the "mysteriousness of life." | 
