Step 1: Concept Solubility in water generally depends on the ability to form hydrogen bonds or the polarity of the molecule.
Step 2: Meaning "Like dissolves like": polar/H-bonding solutes dissolve in polar water.
Step 3: Analysis Methanol, ethanol, and methylamine are all polar and can form hydrogen bonds with water. Methane ($\text{CH}_4$) is a non-polar hydrocarbon.
Step 4: Conclusion Methane has no polar groups and cannot form H-bonds, making it the least soluble in water.
Final Answer: (D)