In this article we discuss the applicability of several new measurement models to the construction of personality scales, and we contrast these models with more traditional approaches in common usage, such as the principal factor analysis model. Our goal is to illustrate how nonlinear item-response models can be profitably used in personality research. We describe the development of a 30-item Negative Emotionality scale that was constructed using nonlinear factor analysis and item-response theory. We also show how traditional (linear) factor analysis can produce misleading results when it is applied to personality items with dichotomous response formats (e.g., true/false, agree/disagree). No formal training in modern measurement theory is assumed of the reader as we describe the nonlinear models that are used in this study in nontechnical language with a minimum of mathematics.