We present a novel visual exploration method based on small multiples and large singles for effective and efficient data analysis. Users are enabled to explore the state space by offering multiple alternatives from the current state. Users can then select the alternative of choice and continue the analysis. Furthermore, the intermediate steps in the exploration process are preserved and can be revisited and adapted using an intuitive navigation mechanism based on the well-known undo-redo stack and filmstrip metaphor. As proof of concept the exploration method is implemented in a prototype. The effectiveness of the exploration method is tested using a formal user study comparing four different interaction methods. By using Small Multiples as data exploration method users need fewer steps in answering questions and also explore a significantly larger part of the state space in the same amount of time, providing them with a broader perspective on the data, hence lowering the chance of missing important features. Also, users prefer visual exploration with small multiples over non-small multiple variants.