In this review we discuss the problems encountered in the design, impl
ementation, and analysis of modern surveys aimed at discovering quasar
s. These fall into two broad categories: (1) the practical difficultie
s arising from the limited signal-to-noise ratio of the source materia
l and the finite amount of telescope time available for follow-up obse
rvations, and (2) the challenges presented by the large ranges in the
intrinsic properties of quasars, notably the spread in redshift, lumin
osity, and spectral energy distributions. Three types of surveys are d
escribed, in order of increasing difficulty of implementation, the mos
t challenging of which would both find quasars consistently and provid
e a prediction of those objects that would not be found. To achieve th
e scientific goals underlying such a survey, an accurate assessment of
P(M,z,SED), the probability of detection of a quasar as a function of
its absolute magnitude, redshift, and spectral energy distribution, m
ust be made. We argue that the analyses of surveys at X-ray and radio
wavelengths, as well as those based upon zero proper motion and photom
etric variability, should also contain such a calculation. If P(M,z,SE
D) is known, and is nonzero over a substantial range of one or more of
the independent variables, then improved constraints on the form of t
he luminosity function can be obtained compared to those from many sur
veys which are ''complete'' in the traditional sense of the term. We h
ighlight the need for accurate, broad-baseline measurements of quasar
spectral energy distributions, which are necessary for a quantitative
improvement in our knowledge of the evolution of the luminosity functi
on.