This chapter describes the major issues that are involved in the statistical thermodynamics of phospholipid membranes at the atomic level. The ingredients going into models of lipid bilayers are summarized: force fields, representation of long-range interactions, and boundary conditions. Next, the choice of thermodynamic ensembles, and the two main options for the generation of a representative sample of configurations: molecular dynamics and Monte Carlo are discussed. The final issue that is dealt with describes the various ways the generated ensembles can be analyzed.