Following the drug-approval process, concerns remain regarding the safety of new drugs that are introduced into the marketplace. In the case of rare adverse events, the number of subjects that are treated in randomized controlled trials is invariably inadequate to determine the safety of the new pharmaceutical. Identifying safety signals for new and/or existing drugs is a major priority in the protection of public health. Unfortunately, design, analysis, and available data are often quite limited for detecting in a timely fashion any potentially harmful effects of drugs. In this review, we examine a variety of approaches for determining the possibility of adverse drug reactions. Our review includes spontaneous reports, meta-analysis of randomized controlled clinical trials, ecological studies, and analysis of medical claims data. We consider both experimental design and analytic problems as well as potential solutions. Many of these methodologies are then illustrated through application to data on the possible relationship between taking antidepressants and increased risk of suicidality.