Aims: Epidemiological research on lesbian, gay and bisexual populations raises concerns regarding self-selection and group sizes. The aim of this research was to present strategies used to overcome these challenges in a national population-based web survey of self-reported sexual orientation and living conditions—exemplified with a case of daily tobacco smoking. Methods: The sample was extracted from pre-established national web panels. Utilizing an oversampling strategy, we established a sample including 315 gay men, 217 bisexual men, 789 heterosexual men, 197 lesbian women, 405 bisexual women and 979 heterosexual women. We compared daily smoking, representing three levels of differentiation of sexual orientation for each gender. Results: The aggregation of all non-heterosexuals into one group yielded a higher odds ratio (OR) for non-heterosexuals being a daily smoker. The aggregation of lesbian and bisexual women indicated higher OR between this group and heterosexual women. The full differentiation yielded no differences between groups except for bisexual compared with heterosexual women. Conclusions: The analyses demonstrated the advantage of differentiation of sexual orientation and gender, in this case bisexual women were the main source of group differences. We recommend an oversampling procedure, making it possible to avoid self-recruitment and to increase the transferability of findings.