Personality and social relationships play an important role in almost every aspect of stress and coping. Daily process methods are particularly useful in elucidating how these factors might influence both responses to and outcomes of stress. Our work has linked both dimensions of personality, particularly the Big Five, and aspects of social relationships, particularly social support, to the likelihood of engaging in certain coping strategies and the effectiveness or outcomes of these coping strategies. In addition, we have found the effect of personality on coping and stress outcomes to vary by the situational context in which stress occurs. We review findings from our recent daily process studies of stress, coping, and social support. Further, we discuss the costs and benefits of the daily process methodology for addressing these questions, highlighting the clinical utility of findings gleaned with the use of this approach. Finally, we discuss future directions and applications of daily process methods to the study of stress and coping.