Spermatozoa vary remarkably in design at several different levels: phyla, orders, families, species, individuals, within individuals and within ejaculates of the same individual. Three factors are thought to account for some of this variation: (i) fertilisation mode; (ii) phylogeny, and (iii) postcopulatory sexual selection (i.e. sperm competition and cryptic female choice). We focus here on the hypothesis that post-copulatory sexual selection shapes sperm design and how this hypothesis can be tested. We discuss the importance of controlling for fertilisation mode and phylogeny. In addition, we consider the way the intensity of postcopulatory sexual selection is measured and how this may influence the way we test this hypothesis. So far the evidence that post-copulatory sexual selection influences inter-specific differences in sperm is mixed. We also consider how post-copulatory sexual selection influences variation in sperm design between and within males. In two phyla (mammals and birds) we show that reduced selection via sperm competition results not only in reduced sperm numbers but also in unusual (immature but functional) sperm phenotypes, high inter-male variability and high levels of sperm pleiomorphy within ejaculates. We propose that these are all energy-saving adaptations.