Genetical genomics is an approach that blends the mapping of quantitative trait loci (QTL) with microarray analysis. The approach can be used to identify associations between the allelic state of a genomic region and a gene's transcript abundance. However, the large number of microarrays required for adequate power results in high material and labor costs that prevent wide adoption of the genetical genomics strategy outside of some well-funded laboratories. We present a method called selective transcriptional profiling that involves selecting an optimal subset of individuals to microarray from a larger set of individuals for which relatively inexpensive quantitative trait and molecular marker data are available. We show how to use microarray data from the selected individuals, along with the trait and marker data from all individuals, to identify genes whose transcript abundance is associated with a quantitative trait of interest through linkage to a trait QTL or correlation with the trait. Our methods for selection and analysis are derived within a missing data framework.