OBJECTIVE: To compare precision and apparent bias between cohort, nested case-control, self-controlled case series, case-crossover, and case-time-control study designs. STUDY DESIGN AND SETTING: Study designs were implemented to evaluate the association between thiazolidinediones (TZDs) and heart failure, TZDs and fracture, and liver enzyme-inducing anticonvulsants and fracture. RESULTS: Effect estimates were similar for the cohort and case-control study; for the association between TZDs and fracture in women, the hazard ratio was 1.36 (1.18, 1.56) and odds ratio (OR) was 1.44 (1.21, 1.70). For this clinical example, the self-controlled case series gave upward bias when follow-up was censored at the outcome (incidence rate ratio [IRR], 7.08; 4.96, 10.09) but was otherwise unbiased (IRR, 1.41; 1.14, 1.75). The retrospective case-crossover OR was 3.24 (2.18, 4.80), which was reduced by either bidirectional sampling (OR, 1.20; 0.98, 1.46) or with the case-time-control design (OR, 1.40; 1.09, 1.81). Findings on apparent bias were similar for the other two clinical examples. In each clinical example, within-person designs had considerably lower precision than the cohort or case-control study designs. CONCLUSION: When long-term exposures are analyzed, within-person study designs may have lower precision and greater susceptibility to bias. Bias may be reduced by sampling follow-up both before and after the outcome or with the case-time-control study design.