Predicting protein-binding affinities of small molecules, even closely related ones, is a formidable challenge in biomolecular recognition and medicinal chemistry. A thermodynamic approach to optimizing affinity in protein-ligand interactions requires knowledge and understanding of how altering the structure of a small molecule will be manifested in protein-binding enthalpy and entropy changes; however, there is a relative paucity of such detailed information. In this review, we examine two strategies commonly used to increase ligand potency. The first of these involves introducing a cyclic constraint to preorganize a small molecule in its biologically active conformation, and the second entails adding nonpolar groups to a molecule to increase the amount of hydrophobic surface that is buried upon binding. Both of these approaches are motivated by paradigms suggesting that protein-binding entropy changes should become more favorable, but paradoxes can emerge that defy conventional wisdom.