Genetical genomics approaches provide a powerful tool for studying the genetic mechanisms governing variation in complex traits. By combining information on phenotypic traits, pedigree structure, molecular markers and gene expression, such studies can be used for estimating heritability of mRNA transcript abundances, for mapping expression quantitative trait loci (eQTL), and for inferring regulatory gene networks. Microarray experiments, however, can be extremely costly and time consuming, which may limit sample sizes and statistical power. Thus it is crucial to optimize experimental designs by carefully choosing the subjects to be assayed, within a selective profiling approach, and by cautiously controlling systematic factors affecting the system. Also, a rigorous strategy should be used for allocating mRNA samples across assay batches, slides and dye labeling, so that effects of interest are not confounded with nuisance factors. In this presentation, we review some selective profiling strategies for genetical genomics studies, including the selection of individuals for increased genetic dissimilarity and for a higher number of recombination events. Efficient designs for studying epistasis are also discussed, as well as experiments for inferring heritability of transcriptional levels. It is shown that solving an optimal design problem generally requires a numerical implementation, and that the optimality criteria should be intimately related to the goals of the experiment, such as the estimation of additive, dominance and interacting effects, localizing putative eQTL, or inferring genetical and environmental variance components associated with transcriptional abundances.