Developing animals display a tremendous ability to change the course of their developmental path in response to the environment they experience, a concept referred to as developmental plasticity. This change in behavior, physiology or cellular processes is primarily thought to allow animals to better accommodate themselves to the surrounding environment. However, existing data on developmental stress and whether it brings about beneficial or detrimental outcomes show conflicting results. There are several well-referred hypotheses related to developmental stress in the current literature, such as the environmental matching, silver spoon and thrifty phenotype hypotheses. These hypotheses speculate that the early-life environment defines the capacity of the physiological functions and behavioral tendencies and that this change is permanent and impacts the fitness of the individual. These hypotheses also postulate there is a trade-off among organ systems and physiological functions when resources are insufficient. Published data on avian taxa show that some effects of developmental nutritional and thermal stressors are long lasting, such as the effects on body mass and birdsong. Although hypotheses on developmental stress are based on fitness components, data on reproduction and survival are scarce, making it difficult to determine which hypothesis these data support. Furthermore, most physiological and performance measures are collected only once; thus, the physiological mechanisms remain undertested. Here, we offer potential avenues of research to identify reasons behind the contrasting results in developmental stress research and possible ways to determine whether developmental programming due to stressors is beneficial or detrimental, including quantifying reproduction and survival in multiple environments, measuring temporal changes in physiological variables and testing for stress resistance later in life.