This review attempts to summarize the various ways of determining Cepheid reddenings and luminosities and the zero points of the Cepheid period-luminosity and period-luminosity-color relations. The methods of determining luminosities that are discussed involve Cepheid parallaxes, Cepheid proper motions and radial velocities, Cepheids in clusters and associations, Baade-Wesselink luminosities of Cepheids, and Cepheids in binary systems. The review also considers the calibration of the Cepheid scale via independent estimates of the distance modulus of the Large Magellanic Cloud (LMC) using Mira and RR Lyrae variables, eclipsing binaries, the red giant clump, and the ring around SN 1987A. The LMC results are particularly useful as one test of possible metallicity effects on the Cepheid scale. In addition, the results of other metallicity tests based on the Magellanic Clouds and more distant galaxies are considered. High weight is given in this review to empirical results obtained with the least number of additional assumptions, and results which are based primarily on theory are not considered.