The domain name system (DNS) is a core component of the Internet. It performs the vital task of mapping human readable names into machine readable data (such as IP addresses, which hosts handle e-mail, and so on). The content of the DNS reveals a lot about the technical operations of a domain. Thus, studying the state of large parts of the DNS over time reveals valuable information about the evolution of the Internet. We collect a unique long-term data set with daily DNS measurements for all the domains under the main top-level domains (TLDs) on the Internet (including .com, .net, and .org, comprising 50% of the global DNS name space). This paper discusses the challenges of performing such a large-scale active measurement. These challenges include scaling the daily measurement to collect data for the largest TLD (.com, with 123M names) and ensuring that a measurement of this scale does not impose an unacceptable burden on the global DNS infrastructure. The paper discusses the design choices we have made to meet these challenges and documents the design of the measurement system we implemented based on these choices. Two case studies related to cloud e-mail services illustrate the value of measuring the DNS at this scale. The data this system collects is valuable to the network research community. Therefore, we end this paper by discussing how we make the data accessible to other researchers.