We consider the design used to collect data for a Second Harmonic Generation (SHG) experiment, where the behaviour of interfaces between two phases, for example the surface of a liquid, is investigated. These studies have implications in surfactants, catalysis, membranes and electrochemistry. Ongoing work will be described in designing experiments to investigate nonlinear models used to represent the data, relating the intensity of the SHG signal to the polarisation angles of the polarised light beam. The choice of design points and their effect on parameter estimates is investigated. Various designs and the current practice of using equal-spaced levels are investigated, and their relative merits compared on the basis of the overall aim of the chemical study