Measurements of shell thickness of the eggs of five species were subjected to nested analyses of variance. The analyses separated variation into two or three levels for which variances and percentages of the total variation were derived. The results show that differences among measurements of the same egg contribute little to the sample variance whereas differences among eggs within clutches contribute nearly as much as differences among clutches. It is more efficient and less costly to collect entire clutches of eggs in most studies of shell thickness. Using entire clutches, sample sizes needed to detect differences of 10 percent in shell thickness (at given significance levels and power) were estimated to be eight to 11 clutches for the species studied. For differences of five percent, 26 to 38 clutches are required. Guidelines are presented which may assist other workers in evaluating the efficiency of their sampling designs, and in estimating sample sizes for detecting differences in eggshell thickness in wild birds.