Classical Cepheids are the keystone of both Galactic and extragalactic distance scale. During the last years microlensing experiments (MACHO, EROS) detected and measured a large sample of Cepheids in the Magellanic Clouds (MCs). At the same time space telescopes such as Hipparcos supplied very accurate distance determinations of Galactic Cepheids by means of trigonometric parallaxes (Feast & Catchpole 1997), while HST detected a good sample of Cepheids in galaxies in the Virgo cluster (Ferrarese et al. 1996). In spite of this unprecedented observational effort several long-standing problems concerning the pulsation properties of Cepheids need to be firmly assessed. In fact even though it has been suggested (Gould 1994) that the Cepheid intrinsic luminosity depends on the chemical composition both the sign and the value of the scaling factor for correcting the distance modulus obtained by Sasselov et al (1997) are against theoretical predictions (Bono et al. 1998a,b). A deep survey at the LBT could supply useful constraints on this thorny problem since the large field detector would allow detecting and measuring of a large sample of classical Cepheids not only in LG galaxies but also in Virgo cluster galaxies. At the same time the large sensitivity of this detector in the UV region make this project even more appealing, since the Cepheid luminosity amplitude is at least a factor of two larger in this band than in other photometric bands. Moreover, the unique opportunity to collect simultaneously data in two different photometric bands would allow evaluating both the Period-Luminosity and the Period-Luminosity-Color relations for the whole sample. Lastly, if narrow band photometry with this detector becomes feasible then by using appropriate filters sound evaluations of both the metallicity and the reddening could be provided.