We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty about its parameters through a prior distribution. The method is illustrated with a real dataset, yielding satisfactory results. As a baseline, we use the strategy that couples probability proportional-to-size sampling with the difference estimator, as it is known to be optimal when the superpopulation model is fully known. We show that, even under moderate misspecifications of the model, this strategy is not robust and can be outperformed by some alternatives.