We compared strategies to fine-map Quantitative Trait Loci (QTL) in mice with heterogeneous stocks (HS). We showed that a panel of about 100 Recombinant Inbred Lines (RIL) derived from an HS, and which we called an RIHS, was ideally suited to fine-map QTL to very high resolution, without the cost of additional genotyping. We also investigated a strategy based on in vitro fertilization of large numbers of F1 offspring of HS males crossed with an inbred line (IVHS). This method required some additional genotyping but avoided the breeding delays and costs associated with the construction of an RI panel. We showed that QTL detection was higher by using RIHS than with IVHS and that it was independent of the number of RI lines, provided the total number of animals phenotyped was constant. However, fine-mapping accuracy was slightly better with IVHS. We also investigated the effects of varying the number of HS generations and using multiallelic microsatellites instead of SNPs. We found that quite modest generation times of 10–20 generations were optimal. Microsatellites were superior to SNPs only when the generation time was 30 or more and when the markers were widely spaced.