The last decade has witnessed a surge in studies on steroid hormones of maternal origin present in avian eggs and affecting offspring development. The value of such studies for the understanding of maternal effects and individual differentiation is endorsed and a series of methodological and conceptual issues in the current approaches is discussed. First to be addressed is the topic of correct sampling of eggs or yolk for hormone analyses. Changes in yolk hormone levels during the incubation period and the uneven distribution of hormones within the egg are discussed. Different ways of calculating hormone levels and the importance of collecting data for specific a priori hypotheses are explained. Next to be discussed are the pros and cons of different techniques for manipulating yolk hormone levels and their proper scaling to naturally occurring levels. Third, several issues hampering the interpretation of results from descriptive and experimental studies are addressed. These concern biased embryonic mortality, clutch size, and egg quality that may confound the interpretation of the effect of egg position in the laying order, and the possibility of sex-specific effects and long-term effects. Also discussed are the probability of context-dependent results (due to, e.g., other egg components affecting egg quality, parental quality, and environmental factors), the difficulty in demonstrating adaptive effects due to individual optimization, and the lack of insight in the underlying physiological processes. Finally, it is concluded that this field has shown much progress but that it would profit from a more careful consideration of methodology and from a better integration of behavioral ecology and endocrinology.