Although there has been growing concern about the effects of environmental exposures on human fertility, standard epidemiologic study designs may not collect sufficient data to identify subtle effects while properly adjusting for confounding. In particular, results from conventional time to pregnancy studies can be driven by the many sources of bias inherent in these studies. By prospectively collecting detailed records of menstrual bleeding, occurrences of intercourse, and a marker of ovulation day in each menstrual cycle, precise information on exposure effects can be obtained, adjusting for many of the primary sources of bias. This article provides an overview of the different types of study designs, focusing on the data required, the practical advantages and disadvantages of each design, and the statistical methods required to take full advantage of the available data. We conclude that detailed prospective studies allowing inferences on day-specific probabilities of conception should be considered as the gold standard for studying the effects of environmental exposures on fertility.