Mathematical models have played an important role in the development of sexual selection theory. These models come in different flavors and they differ in their assumptions, often in a subtle way. Similar questions can be addressed by modeling frameworks from population genetics, quantitative genetics, evolutionary game theory, or adaptive dynamics, or by individual-based simulations. Confronted with such diversity, nonspecialists may have difficulties judging the scope and limitations of the various approaches. Here we review the major modeling frameworks, highlighting their pros and cons when applied to different research questions. We also discuss recent developments, where classical models are enriched by including more detail regarding genetics, behavior, demography, and population dynamics. It turns out that some seemingly well-established conclusions of sexual selection theory are less general than previously thought. Linking sexual selection to other processes such as sex-ratio evolution or speciation also reveals that enriching the theory can lead to surprising new insights.