Evolutionary ecology is the study of evolutionary processes, and the ecological conditions that influence them. A fundamental paradigm underlying the study of evolution is natural selection. Although there are a variety of operational definitions for natural selection in the literature, perhaps the most general one is that which characterizes selection as the process whereby heritable variation in fitness associated with variation in one or more phenotypic traits leads to intergenerational change in the frequency distribution of those traits. The past 20 years have witnessed a marked increase in the precision and reliability of our ability to estimate one or more components of fitness and characterize natural selection in wild populations, owing particularly to significant advances in methods for analysis of data from marked individuals. In this paper, we focus on several issues that we believe are important considerations for the application and development of these methods in the context of addressing questions in evolutionary ecology. First, our traditional approach to estimation often rests upon analysis of aggregates of individuals, which in the wild may reflect increasingly non-random (selected) samples with respect to the trait(s) of interest. In some cases, analysis at the aggregate level, rather than the individual level, may obscure important patterns. While there are a growing number of analytical tools available to estimate parameters at the individual level, and which can cope (to varying degrees) with progressive selection of the sample, the advent of new methods does not reduce the need to consider carefully the appropriate level of analysis in the first place. Estimation should be motivated a priori by strong theoretical analysis. Doing so provides clear guidance, in terms of both (i) assisting in the identification of realistic and meaningful models to include in the candidate model set, and (ii) providing the appropriate context under which the results are interpreted. Second, while it is true that selection (as defined) operates at the level of the individual, the selection gradient is often (if not generally) conditional on the abundance of the population. As such, it may be important to consider estimating transition rates conditional on both the parameter values of the other individuals in the population (or at least their distribution), and population abundance. This will undoubtedly pose a considerable challenge, for both single- and multi-strata applications. It will also require renewed consideration of the estimation of abundance, especially for open populations. Thirdly, selection typically operates on dynamic, individually varying traits. Such estimation may require characterizing fitness in terms of individual plasticity in one or more state variables, constituting analysis of the norms of reaction of individuals to variable environments. This can be quite complex, especially for traits that are under facultative control. Recent work has indicated that the pattern of selection on such traits is conditional on the relative rates of movement among and frequency of spatially heterogeneous habitats, suggesting analyses of evolution of life histories in open populations can be misleading in some cases.